<SEC-DOCUMENT>0000891092-13-003929.txt : 20130501
<SEC-HEADER>0000891092-13-003929.hdr.sgml : 20130501
<ACCEPTANCE-DATETIME>20130501132240
ACCESSION NUMBER:		0000891092-13-003929
CONFORMED SUBMISSION TYPE:	N-CSRS
PUBLIC DOCUMENT COUNT:		8
CONFORMED PERIOD OF REPORT:	20130228
FILED AS OF DATE:		20130501
DATE AS OF CHANGE:		20130501
EFFECTIVENESS DATE:		20130501

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			BLACKROCK LTD DURATION INCOME TRUST
		CENTRAL INDEX KEY:			0001233681
		IRS NUMBER:				200096695
		STATE OF INCORPORATION:			DE
		FISCAL YEAR END:			1031

	FILING VALUES:
		FORM TYPE:		N-CSRS
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21349
		FILM NUMBER:		13801966

	BUSINESS ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		STREET 2:		MUTUAL FUND DEPARTMENT
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809
		BUSINESS PHONE:		888-825-227

	MAIL ADDRESS:	
		STREET 1:		100 BELLEVUE PARKWAY
		STREET 2:		MUTUAL FUND DEPARTMENT
		CITY:			WILMINGTON
		STATE:			DE
		ZIP:			19809

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK LIMITED DURATION INCOME TRUST
		DATE OF NAME CHANGE:	20030611

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK MANAGED DURATION INCOME TRUST
		DATE OF NAME CHANGE:	20030529

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	BLACKROCK MANAGED DURATION TRUST
		DATE OF NAME CHANGE:	20030516
</SEC-HEADER>
<DOCUMENT>
<TYPE>N-CSRS
<SEQUENCE>1
<FILENAME>e53271ncsrs.htm
<DESCRIPTION>SEMI-ANNUAL REPORT
<TEXT>
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<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 78pt; text-indent: -78pt"><FONT STYLE="letter-spacing: -1pt; vertical-align: baseline"><B>&nbsp;</B></FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 77.75pt; text-align: center; text-indent: -77.75pt"><FONT STYLE="font-weight: normal; letter-spacing: -1pt; vertical-align: baseline">UNITED
STATES</FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 77.75pt; text-align: center; text-indent: -77.75pt"><FONT STYLE="font-weight: normal; letter-spacing: -1pt; vertical-align: baseline">SECURITIES
AND EXCHANGE COMMISSION </FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 77.75pt; text-align: center; text-indent: -77.75pt"><FONT STYLE="font-weight: normal; letter-spacing: -1pt; vertical-align: baseline">Washington,
D.C. 20549</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 78pt; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0 0 0 77.75pt; text-align: center; text-indent: -77.75pt"><B>FORM N-CSR</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>CERTIFIED SHAREHOLDER REPORT
OF REGISTERED MANAGEMENT INVESTMENT COMPANIES</B></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: 10pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-align: center; text-indent: -0.5in">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Investment Company Act file number
811-21349</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Name of Fund: BlackRock Limited Duration
Income Trust (BLW)</P>

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

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

<P STYLE="font: 11pt 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 Limited Duration Income Trust, 55 East 52<SUP>nd</SUP> Street, New York,
NY 10055</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Registrant&#8217;s telephone number,
including area code: (800) 882-0052, Option 4</P>

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

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 0.5in; text-indent: -0.5in">Date of reporting period: 02/28/2013</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt">Item 1 &#8211; Report to Stockholders</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 42pt">&nbsp;</P>

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<P ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="RIGHT">FEBRUARY 28, 2013</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR STYLE="font-family: Arial, Helvetica, Sans-Serif">
<TD STYLE="text-align: left; width: 60%; background-color: Gray; font-family: Arial, Helvetica, Sans-Serif; padding-left: 20pt"><FONT STYLE="font: 14pt
Arial, Helvetica, Sans-Serif"><FONT STYLE="color: White">SEMI-ANNUAL REPORT (UNAUDITED)</FONT></FONT></TD>
<TD STYLE="text-align: left; width: 3%; font-family: Arial, Helvetica, Sans-Serif"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; vertical-align: bottom; font-family: Arial, Helvetica, Sans-Serif"><IMG SRC="blackrock_ko.jpg" alt=""></TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 18px" ALIGN="LEFT">BlackRock Defined Opportunity Credit
Trust (BHL)</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 18px" ALIGN="LEFT">BlackRock Floating Rate Income
Strategies Fund, Inc. (FRA)</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 18px" ALIGN="LEFT">BlackRock Limited Duration Income Trust
(BLW)</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B></B></FONT></DIV></P>
<DIV STYLE="border: Black 1px solid; padding: 4px; margin-top: 12px; width: 60%">
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 50%; font-size: 9pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: center; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Not FDIC Insured&nbsp;&#149;&nbsp;May Lose Value&nbsp;&#149;&nbsp;No Bank Guarantee</B></DIV></FONT></TD>

</TR></TABLE>
</DIV>
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100%">&nbsp;</TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<P STYLE="text-align: left; font: 14pt Arial, Helvetica, Sans-Serif; border-top: gray 4pt solid; color: gray"><FONT COLOR="gray">Table of
Contents</FONT></P>
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
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<TR VALIGN="BOTTOM" STYLE="background-color: #f0f0f0">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid; border-top: Gray 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid; border-top: Gray 2pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; border-top: Gray 2pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid; border-top: Gray 2pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid; border-top: Gray 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid; border-top: Gray 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">Page</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid; border-top: Gray 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Dear Shareholder</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Semi-Annual Report:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Fund Summaries </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">The
Benefits and Risks of Leveraging </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Derivative Financial Instruments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Financial Statements<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Schedules of Investments </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Statements of Assets and Liabilities </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">47</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Statements of Operations </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">48</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Statements of Changes in Net Assets </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">49</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Statements of Cash Flows </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Financial Highlights </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Notes to Financial Statements </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Officers and Directors </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">67</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Additional Information</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">68</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
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<TD STYLE="text-align: left; width: 33%">2</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Dear Shareholder</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Despite a number of headwinds, risk assets generated strong
returns during the 6- and 12-month periods as investors sought meaningful yields in the ongoing low-interest-rate environment. About this time one year
ago, the European debt crisis returned to the headlines as unresolved policy decisions left it unclear as to how troubled peripheral countries would
finance their sovereign debt, causing yields to soar. In the second quarter of 2012, political instability in Greece and severe deficit and liquidity
problems in Spain raised the specter of a full-blown euro collapse. Alongside the drama in Europe, investors were discouraged by gloomy economic
reports from various parts of the world. A slowdown in China, a key powerhouse for global growth, emerged as a particular concern. As the outlook for
the global economy worsened, however, investors grew increasingly optimistic that the world&#146;s largest central banks would soon intervene to
stimulate growth. This theme, along with the announcement of the European Central Bank&#146;s (&#147;ECB&#146;s&#148;) firm commitment to preserve the
euro currency bloc, drove most asset classes higher through the summer. Policy relief came in early September, when the ECB announced its decision to
support the eurozone&#146;s debt-laden countries with unlimited purchases of short term sovereign debt. Days later, the US Federal Reserve announced
its own much-anticipated stimulus package.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Although financial markets world-wide were buoyed by accommodative
monetary policies, risk assets weakened in the fall. Global trade began to slow as many European countries fell into recession and growth continued to
decelerate in China, where a once-a-decade leadership change compounded uncertainty. In the United States, stocks slid on lackluster corporate earnings
reports and market volatility rose in advance of the US Presidential election. In the post-election environment, investors grew increasingly concerned
over the &#147;fiscal cliff,&#148; the automatic tax increases and spending cuts that had been scheduled to take effect at the beginning of 2013. There
was widespread fear that the fiscal cliff would push the United States into recession unless politicians could agree upon alternate measures to reduce
the deficit before the end of 2012. Worries that bipartisan gridlock would preclude a timely budget deal triggered higher levels of volatility in
financial markets around the world in the months leading up to the last day of the year. Ultimately, the worst of the fiscal cliff was averted with a
last-minute tax deal; however, decisions relating to spending cuts and the debt ceiling continued to weigh on investors&#146; minds.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Investors shook off the nerve-wracking finale to 2012 and began
the New Year with a powerful equity rally. Money that had been pulled to the sidelines amid year-end tax-rate uncertainty poured back into the markets
in January. Key indicators signaled modest but broad-based improvements in the world&#146;s major economies, particularly in China. Global equities
soared through January while rising US Treasury yields pressured high-quality fixed income assets. However, bond markets strengthened in February when
economic momentum slowed and investors toned down their risk appetite. US stocks continued to rise, but at a more moderate pace. Uncertainty about how
long the Federal Reserve would maintain its easing bias drove high levels of volatility later in the month, but these fears abated as the budget
sequester (automatic spending cuts scheduled to take effect March 1) began to appear imminent and was deemed likely to deter any near-term curtailment
of monetary easing policies. Outside the United States, equities largely declined as political uncertainty escalated after the Italian presidential
election ended in a stalemate.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">On the whole, riskier asset classes outperformed lower-risk
investments for the 6- and 12-month periods ended February 28, 2013. International, US small cap and emerging market equities were the leading asset
classes for the 6-month period, while US stocks and high yield bonds generated the strongest returns for the 12-month period. US Treasury yields
remained relatively low overall, but have inched higher in recent months, pressuring Treasuries and investment-grade bonds. Tax-exempt municipal bonds,
however, continued to benefit from favorable supply-and-demand dynamics. Near-zero short term interest rates continued to keep yields on money market
securities near their all-time lows.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Investors continue to face many of the same risks as in years
past. But we see a world of possibilities. BlackRock was built to provide the global market insight, breadth of capabilities, unbiased investment
advice and deep risk management expertise these times require. Investors everywhere are asking, <I>&#147;So what do I do with my money?&#148;</I> Visit
<B>www.blackrock.com</B> for answers.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Sincerely,</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">&nbsp;&nbsp;
<IMG SRC="kapito_sig.jpg">
<BR></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Rob Kapito</B><BR> President, BlackRock Advisors,
LLC</FONT></DIV></P>


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<TR><TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><I>&#147;Despite a number of headwinds, risk assets generated strong
returns during the 6- and 12-month periods as investors sought meaningful yields in the ongoing low-interest-rate environment.&#148;</I></FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Rob Kapito</B><BR>
President, BlackRock Advisors, LLC</FONT></DIV></P>
<P ALIGN="LEFT"><DIV STYLE="TEXT-INDENT: 0px; TOP-MARGIN: 6px; TEXT-ALIGN: LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV
ALIGN="LEFT"><B><HR SIZE="4" NOSHADE COLOR="#000000">Total Returns as of February 28, 2013</B></FONT></DIV></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM" STYLE="background-color: #000000">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-bottom: Gray 1pt solid"></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif; color: White">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif; color: White"><B>6-month</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif; color: White"><B>12-month</B></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Gray 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8pt">US
                                                                                                    large cap equities (S&amp;P
                                                                                                    500<SUP>&#174;</SUP> Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">8.95</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13.46</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Gray 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8pt">US
                                                                                                    small cap equities (Russell
                                                                                                    2000<SUP>&#174;</SUP> Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">13.02</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14.02</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Gray 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8pt">International equities (MSCI Europe, Australasia, Far East Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">14.41</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9.84</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Gray 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8pt">Emerging market equities (MSCI Emerging Markets Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">12.06</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">0.28</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Gray 1pt solid"><DIV STYLE="margin-left: 0px; text-indent: 0px"><FONT STYLE="font-size: 8pt">3-month Treasury bill (BofA Merrill Lynch 3-Month US Treasury<BR> Bill Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">0.05</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">0.11</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Gray 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8pt">US
                                                                                                    Treasury securities (BofA
                                                                                                    Merrill Lynch<BR> 10-Year
                                                                                                    US Treasury Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1.51</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3.66</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Gray 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8pt">US
                                                                                                    investment grade bonds (Barclays
                                                                                                    US Aggregate Bond Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">0.15</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3.12</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Gray 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8pt">Tax-exempt municipal bonds (S&amp;P Municipal Bond Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2.40</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">5.71</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Gray 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8pt">US
                                                                                                    high yield bonds (Barclays
                                                                                                    US Corporate High Yield 2%
                                                                                                    Issuer Capped Index)</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid; border-left: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6.67</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid; border-right: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Gray 1pt solid"><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">11.79</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Gray 1pt solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><DIV STYLE="TEXT-INDENT: 0px; TOP-MARGIN: 4px; TEXT-ALIGN: LEFT"><DIV
ALIGN="LEFT"><FONT STYLE="font-size: 8pt">Past performance is no guarantee of future results. Index performance is shown for illustrative
                                                                                                                                    purposes
                                                                                                                                    only.
                                                                                                                                    You
                                                                                                                                    cannot
                                                                                                                                    invest
                                                                                                                                    directly
                                                                                                                                    in
                                                                                                                                    an
                                                                                                                                    index.</FONT><BR>
                                                                                                                                    <HR
                                                                                                                                    SIZE="2"
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     <TD WIDTH="34%" ALIGN="LEFT" NOWRAP><P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="center"><FONT STYLE="color: Gray">THIS
                                                                                                            PAGE NOT PART OF YOUR
                                                                                                            FUND REPORT</FONT></DIV></FONT></P></TD>
     <TD WIDTH="33%" ALIGN="RIGHT"><P STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">3<BR></FONT></P></TD>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Fund Summary</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;as of February 28, 2013</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust<BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Overview</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>BlackRock Defined Opportunity Credit Trust&#146;s (BHL) (the
&#147;Fund&#148;)</B> primary investment objective is to provide high current income, with a secondary objective of long-term capital appreciation. The
Fund seeks to achieve its investment objectives by investing substantially all of its assets in loan and debt instruments and loan-related and
debt-related instruments (collectively &#147;credit securities&#148;). The Fund invests, under normal market conditions, at least 80% of its assets in
any combination of the following credit securities: (i) senior secured floating rate and fixed rate loans; (ii) second lien or other subordinated or
unsecured floating rate and fixed rate loans or debt; (iii) credit securities that are rated below investment grade quality; and (iv) investment grade
corporate bonds. The Fund may invest directly in such securities or synthetically through the use of derivatives.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">No
                                                                   assurance can be given that the Fund&#146;s investment objectives
                                                                   will be achieved.</FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Management Commentary</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>How did the Fund perform?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>For the six months ended February 28, 2013, the Fund returned 9.13% based on market
price and 5.55% based on net asset value (&#147;NAV&#148;). For the same period, the closed-end Lipper Loan Participation Funds
category posted an average return of 10.24% based on market price and 6.30% based on NAV. All returns reflect reinvestment of
dividends. The Fund moved from a discount to NAV to a premium by period-end, which accounts for the difference between performance
based on price and performance based on NAV. The following discussion relates to performance based on NAV.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>What factors influenced performance?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>Security selection among higher quality loan instruments (where the Fund maintained
a quality bias) had a positive impact on performance. From an industry perspective, holdings within healthcare, chemicals and
gaming boosted results. The Fund&#146;s tactical allocation to high yield bonds generated additional gains as the asset class
outperformed floating rate loan interests (bank loans) during the period.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>Conversely, security selection in the media non-cable and automotive industries detracted
from results.</TD>
</TR></TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>Describe recent portfolio activity.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>During the period, the Fund maintained its focus on the higher quality segments of
the loan market in terms of loan structure, liquidity and overall credit quality. Given mixed economic data and a tepid outlook
for global growth, along with lingering global policy uncertainty, the Fund remained cautious of lower-rated less-liquid loans.
Instead, the Fund sought issuers with attractive risk-reward characteristics and superior fundamentals. Monetary stimulus measures
from global central banks largely supported risk asset prices in 2012; however, this development did not significantly influence
the way the Fund invests in the loan market. More specifically, the Fund continued to adhere to a strict investment discipline
with the goal of pursuing yield while minimizing exposure to macro risks. With the average loan trading at or just below par recently
(i.e., with little or no upside), the Fund&#146;s principal emphasis is on investing in strong companies with the ability to pay
their debts despite a slow growth environment.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>Describe portfolio positioning at period
end.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>At period end, the Fund held 90% of its total portfolio in floating rate loan interests
and 7% in corporate bonds, with the remainder in asset-backed securities. The Fund&#146;s largest industry exposures included
healthcare, consumer services (housing-related) and wirelines.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px"
ALIGN="LEFT">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="margin-left: 12px; text-align: left"><FONT STYLE="font-size: 8pt">The
                                                                   views expressed reflect the opinions of BlackRock as of the
                                                                   date of this report and are subject to change based on changes
                                                                   in market, economic or other conditions. These views are not
                                                                   intended to be a forecast of future events and are no guarantee
                                                                   of future results.</FONT></DIV></P>
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<TR>
<TD STYLE="text-align: left; width: 33%">4</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>&nbsp;&nbsp;&nbsp;</FONT><FONT color=gray STYLE="font-size:
10pt"></FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Information</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Symbol on New York Stock Exchange (&#147;NYSE&#148;)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Initial Offering Date</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">January 31, 2008</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Yield on Closing Market Price as of February 28, 2013 ($14.75)<SUP>1</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.57%</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Current Monthly Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$0.0685</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Current Annualized Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$0.8220</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Economic Leverage as of February 28, 2013<SUP>3</SUP></DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">27%</DIV></FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Yield on closing market price is calculated
     by dividing the current annualized distribution per share by the closing market price. Past performance does not guarantee
     future results.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">The distribution rate is not constant and
     is subject to change.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Represents loan outstanding as a percentage
     of total managed assets, which is the total assets of the Fund (including any assets attributable to borrowings) minus the
     sum of liabilities (other than borrowings representing financial leverage). For a discussion of leveraging techniques utilized
     by the Fund, please see The Benefits and Risks of Leveraging on page 10.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The table below summarizes the changes in the Fund&#146;s market
price and NAV per share:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><HR SIZE="1" NOSHADE COLOR="#000000"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>2/28/13</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/12</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Change</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>High</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Low</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Price</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.75</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.94</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5.81</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.93</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.92</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net Asset Value</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.45</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.34</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.48</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The following charts show the portfolio composition of the
Fund&#146;s long-term investments and credit quality allocation of the Fund&#146;s corporate bond investments: </FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Composition</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>2/28/13</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/12</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Corporate Bonds</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Asset-Backed Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Common Stocks</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Credit Quality Allocation<SUP>4</SUP></FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>2/28/13</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/12</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BBB/Baa</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BB/Ba</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">25</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">40</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">B</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">65</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">CCC/Caa</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Using the higher of Standard &amp; Poor&#146;s
     (&#147;S&amp;P&#146;s&#148;) or Moody&#146;s Investors Service (&#147;Moody&#146;s&#148;) ratings.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="footnote_summary_numbered" -->
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">5<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_01-52352-front PAGE POSITION: 5 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_01-52352-front PAGE POSITION: 6 -->
<DIV align=left>
<!-- agabop mode="main" last-style="footnote_summary_numbered" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Fund Summary</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;as of February 28, 2013</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Floating Rate
Income Strategies Fund, Inc.<BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Overview</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>BlackRock Floating Rate Income Strategies Fund, Inc.&#146;s
(FRA) (the &#147;Fund&#148;)</B> investment objective is to provide shareholders with high current income and such preservation of capital as is
consistent with investment in a diversified, leveraged portfolio consisting primarily of floating rate debt securities and instruments. The Fund seeks
to achieve its investment objective by investing, under normal market conditions, at least 80% of its assets in floating rate debt securities,
including floating or variable rate debt securities that pay interest at rates that adjust whenever a specified interest rate changes and/or which
reset on predetermined dates (such as the last day of a month or calendar quarter). The Fund invests a substantial portion of its investments in
floating rate debt securities consisting of secured or unsecured senior floating rate loans that are rated below investment grade. The Fund may invest
directly in such securities or synthetically through the use of derivatives.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">No
                                                                   assurance can be given that the Fund&#146;s investment objective
                                                                   will be achieved.</FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Management Commentary</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B></B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>On October 5, 2012, the Fund acquired substantially all of the assets and assumed
substantially all of the liabilities of BlackRock Diversified Income Strategies Fund, Inc. and BlackRock Floating Rate Income
Strategies Fund II, Inc. in exchange for newly issued shares of the Fund.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>How did the Fund perform?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>For the six months ended February 28, 2013, the Fund returned 12.50% based on market
price and 6.53% based on NAV. For the same period, the closed-end Lipper Loan Participation Funds category posted an average return
of 10.24% based on market price and 6.30% based on NAV. All returns reflect reinvestment of dividends. The Fund&#146;s premium
to NAV, which widened during the period, accounts for the difference between performance based on price and performance based
on NAV. The following discussion relates to performance based on NAV.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>What factors influenced performance?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>Security selection among higher quality loan instruments (where the Fund maintained
a quality bias) had a positive impact on performance, as did the Fund&#146;s high-conviction holdings of lower quality loan credits.
From an industry perspective, holdings within paper, chemicals and gaming boosted results. The Fund&#146;s tactical allocation
to high yield bonds generated additional gains as the asset class outperformed floating rate loan interests (bank loans) during
the period.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>Conversely, security selection in the media non-cable, independent energy and automotive industries detracted from results.</TD>
</TR></TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>Describe recent portfolio activity.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>During the period, the Fund maintained its focus on the higher quality segments of
the loan market in terms of loan structure, liquidity and overall credit quality. Given mixed economic data and a tepid outlook
for global growth, along with lingering global policy uncertainty, the Fund remained cautious of lower-rated less-liquid loans.
Instead, the Fund sought issuers with attractive risk-reward characteristics and superior fundamentals. Monetary stimulus measures
from global central banks largely supported risk asset prices in 2012; however, this development did not significantly influence
the way the Fund invests in the loan market. More specifically, the Fund continued to adhere to a strict investment discipline
with the goal of pursuing yield while minimizing exposure to macro risks. With the average loan trading at or just below par recently
(i.e., with little or no upside), the Fund&#146;s principal emphasis is on investing in strong companies with the ability to pay
their debts despite a slow growth environment.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>Describe portfolio positioning at period
end.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>At period end, the Fund held 88% of its total portfolio in floating rate loan interests
and 8% in corporate bonds, with the remainder in asset-backed securities and common stocks. The Fund&#146;s largest industry exposures
included healthcare, building materials and wirelines.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">The
                                                                   views expressed reflect the opinions of BlackRock as of the
                                                                   date of this report and are subject to change based on changes
                                                                   in market, economic or other conditions. These views are not
                                                                   intended to be a forecast of future events and are no guarantee
                                                                   of future results.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">6</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>&nbsp;&nbsp;&nbsp;</FONT><FONT color=gray STYLE="font-size:
10pt"></FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Floating Rate
Income Strategies Fund, Inc.<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Information</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Symbol on NYSE</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRA</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Initial Offering Date</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">October 31, 2003</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Yield on Closing Market Price as of February 28, 2013 ($16.47)<SUP>1</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.61%</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Current Monthly Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$0.077</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Current Annualized Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$0.924</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Economic Leverage as of February 28, 2013<SUP>3</SUP></DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">27%</DIV></FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Yield on closing market price is calculated
     by dividing the current annualized distribution per share by the closing market price. Past performance does not guarantee
     future results.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">The distribution rate is not constant and
     is subject to change.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Represents loan outstanding as a percentage
     of total managed assets, which is the total assets of the Fund (including any assets attributable to borrowings) minus the
     sum of liabilities (other than borrowings representing financial leverage). For a discussion of leveraging techniques utilized
     by the Fund, please see The Benefits and Risks of Leveraging on page 10.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The table below summarizes the changes in the Fund&#146;s market
price and NAV per share:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><HR SIZE="1" NOSHADE COLOR="#000000"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>2/28/13</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/12</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Change</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>High</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Low</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Price </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.47</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.20</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8.36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.51</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.91</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net Asset Value</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.37</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.98</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.60</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The following charts show the portfolio composition of the
Fund&#146;s long-term investments and credit quality allocation of the Fund&#146;s corporate bond investments: </FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Composition</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>2/28/13</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/12</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Corporate Bonds</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Asset-Backed Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Common Stocks</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Credit Quality Allocation<SUP>4</SUP></FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>2/28/13</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/12</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BBB/Baa</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BB/Ba</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">25</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">34</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">B</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">57</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">44</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC/Caa</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Not Rated</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Using the higher of S&amp;P&#146;s or Moody&#146;s
     ratings.</FONT></TD>
</TR>
</TABLE>
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<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">7<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Fund Summary</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;as of February 28, 2013</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust<BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Overview</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>BlackRock Limited Duration Income Trust&#146;s (BLW) (the
&#147;Fund&#148;)</B> investment objective is to provide current income and capital appreciation. The Fund seeks to achieve its investment objective by
investing primarily in three distinct asset classes:</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="9px" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" >&#149;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">intermediate duration, investment grade corporate bonds,
mortgage-related securities, asset-backed securities and US Government and agency securities;</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="9px" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" >&#149;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">senior, secured floating rate loans made to corporate and other
business entities; and</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="9px" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" >&#149;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">US dollar-denominated securities of US and non-US issuers rated
below investment grade and, to a limited extent, non-US dollar denominated securities of non-US issuers rated below investment grade.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Fund&#146;s portfolio normally has an average portfolio
duration of less than five years (including the effect of anticipated leverage), although it may be longer from time to time depending on market
conditions. The Fund may invest directly in such securities or synthetically through the use of derivatives.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">No
                                                                   assurance can be given that the Fund&#146;s investment objective
                                                                   will be achieved.</FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Management Commentary</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>How did the Fund perform?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>For the six-month period ended February 28, 2013, the Fund returned 9.10% based on
market price and 7.17% based on NAV. For the same period, the closed-end Lipper High Yield Funds (Leveraged) category posted an
average return of 4.30% based on market price and 8.66% based on NAV. All returns reflect reinvestment of dividends. The Fund&#146;s
premium to NAV, which widened during the period, accounts for the difference between performance based on price and performance
based on NAV. The following discussion relates to performance based on NAV.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>What factors influenced performance?</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>Spread sectors outperformed government-related debt for the six-month period as accommodative
monetary policy in the United States and Europe along with the continued recovery of the US economy drove credit spreads tighter.
The Fund&#146;s allocations to high yield bonds and floating rate loan interests (bank loans) were the largest contributors to
performance, followed by its positions in non-US sovereign securities. The Fund also benefited from its exposure to structured
products including commercial mortgage-backed securities (&#147;CMBS&#148;), asset-backed securities (&#147;ABS&#148;) and non-agency
residential mortgage-backed securities (&#147;MBS&#148;). An allocation to investment grade credit also had a positive impact.</TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>The Fund&#146;s duration profile (sensitivity to interest rate movements) detracted
from performance as interest rates moved higher during the period.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>Describe recent portfolio activity.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>During the six-month period, the Fund maintained a positive view on spread sectors
and increased exposure to high yield credit, floating rate loan interests and securitized products such as CMBS and ABS. Within
investment grade credit, the Fund favored financials over industrials and utilities. In financials, the Fund rotated out of senior
bank debt into subordinated bank debt to take advantage of the yield differential. In addition, the Fund added to positions in
floating rate preferred securities to benefit from a potential rise in interest rates.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-left: 22pt"><B>Describe portfolio positioning at period
end.</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font-size: 10pt; margin-top: 0pt; margin-bottom: 6pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 17pt; text-align: right">&#149;</TD><TD STYLE="width: 5pt"></TD><TD>At period end, the Fund held 46% in corporate bonds and 34% of its total portfolio
in floating rate loan interests (bank loans). The remainder of the portfolio was invested in MBS, structured products (including
CMBS and ABS), US government sponsored agency securities and common stocks.</TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px"
ALIGN="LEFT">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">The
                                                                   views expressed reflect the opinions of BlackRock as of the
                                                                   date of this report and are subject to change based on changes
                                                                   in market, economic or other conditions. These views are not
                                                                   intended to be a forecast of future events and are no guarantee
                                                                   of future results.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">8</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>&nbsp;&nbsp;&nbsp;</FONT><FONT color=gray STYLE="font-size:
10pt"></FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Fund Information</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 12px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Symbol on NYSE</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BLW</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Initial Offering Date</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">July 30, 2003</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Yield on Closing Market Price as of February 28, 2013 ($18.84)<SUP>1</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6.97%</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Current Monthly Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$0.1095</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Current Annualized Distribution per Common Share<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$1.3140</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Economic Leverage as of February 28, 2013<SUP>3</SUP></DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">32%</DIV></FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Yield on closing market price is calculated
     by dividing the current annualized distribution per share by the closing market price. Past performance does not guarantee
     future results.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">The distribution rate is not constant and
     is subject to change.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Represents reverse repurchase agreements
     outstanding as a percentage of total managed assets, which is the total assets of the Fund (including any assets attributable
     to borrowing) minus the sum of liabilities (other than borrowings representing financial leverage). For a discussion of leveraging
     techniques utilized by the Fund, please see The Benefits and Risks of Leveraging on page 10.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The table below summarizes the changes in the Fund&#146;s market
price and NAV per share:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><HR SIZE="1" NOSHADE COLOR="#000000"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>2/28/13</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/12</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Change</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>High</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Low</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Price </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.84</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.00</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4.67</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">19.17</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.80</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net Asset Value</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.82</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.92</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The following charts show the portfolio composition of the
Fund&#146;s long-term investments and credit quality allocation of the Fund&#146;s corporate bond and US government securities investments:
</FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Composition</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>2/28/13</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/12</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Corporate Bonds</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">34</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">34</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Non-Agency Mortgage-Backed Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Asset-Backed Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">US
Government Sponsored Agency Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Common Stocks</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Taxable Municipal Bonds</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Credit Quality Allocation<SUP>4</SUP></FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>2/28/13</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>8/31/12</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">AAA/Aaa<SUP>5</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">AA/Aa</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">A</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BBB/Baa</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BB/Ba</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">26</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">B</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">29</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">30</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC/Caa</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Not Rated</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Using the higher of S&amp;P&#146;s or Moody&#146;s
     ratings.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">Includes US Government Sponsored Agency
     securities and US Treasury Obligations, which were deemed AAA/Aaa by the investment advisor.</FONT></TD>
</TR>
</TABLE>
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<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">9<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>The Benefits and Risks of Leveraging</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may utilize leverage to seek to enhance the yield and
NAV of their common shares (&#147;Common Shares&#148;). However, these objectives cannot be achieved in all interest rate
environments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may utilize leverage through a credit facility or by
entering into reverse repurchase agreements. In general, the concept of leveraging is based on the premise that the financing cost of assets to be
obtained from leverage, which will be based on short-term interest rates, will normally be lower than the income earned by each Fund on its longer-term
portfolio investments. To the extent that the total assets of each Fund (including the assets obtained from leverage) are invested in higher-yielding
portfolio investments, each Fund&#146;s shareholders will benefit from the incremental net income.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The interest earned on securities purchased with the proceeds from
leverage is paid to shareholders in the form of dividends, and the value of these portfolio holdings is reflected in the per share NAV. However, in
order to benefit shareholders, the yield curve must be positively sloped; that is, short-term interest rates must be lower than long-term interest
rates. If the yield curve becomes negatively sloped, meaning short-term interest rates exceed long-term interest rates, income to shareholders will be
lower than if the Funds had not used leverage.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">To illustrate these concepts, assume a Fund&#146;s capitalization
is $100 million and it borrows for an additional $30 million, creating a total value of $130 million available for investment in long-term securities.
If prevailing short-term interest rates are 3% and long-term interest rates are 6%, the yield curve has a strongly positive slope. In this case, the
Fund pays borrowing costs and interest expense on the $30 million of borrowings based on the lower short-term interest rates. At the same time, the
securities purchased by the Fund with assets received from the borrowings earn income based on long-term interest rates. In this case, the borrowing
costs and interest expense of the borrowings is significantly lower than the income earned on the Fund&#146;s long-term investments, and therefore the
Fund&#146;s shareholders are the beneficiaries of the incremental net income.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">If short-term interest rates rise, narrowing the differential
between short-term and long-term interest rates, the incremental net income pickup will be reduced or eliminated completely. Furthermore, if prevailing
short-term interest rates rise above long-term interest rates, the yield curve has a negative slope. In this case, the Fund pays higher short-term
interest rates whereas the Fund&#146;s total portfolio earns income based on lower long-term interest rates.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Furthermore, the value of the Funds&#146; portfolio investments
generally varies inversely with the direction of long-term interest rates, although other factors can influence the value of portfolio investments. In
contrast, the redemption value of the Funds&#146; debt securities does not fluctuate in relation to interest rates. As a result, changes in interest
rates can influence the Funds&#146; NAVs positively or negatively in addition to the impact on Fund performance from leverage from borrowings discussed
above.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The use of leverage may enhance opportunities for increased income
to the Funds, but as described above, it also creates risks as short- or long-term interest rates fluctuate. Leverage also will generally cause greater
changes in the Funds&#146; NAVs, market prices and dividend rates than comparable portfolios without leverage. If the income derived from securities
purchased with assets received from leverage exceeds the cost of leverage, the Funds&#146; net income will be greater than if leverage had not been
used. Conversely, if the income from the securities purchased is not sufficient to cover the cost of leverage, each Fund&#146;s net income will be less
than if leverage had not been used, and therefore the amount available for distribution to shareholders will be reduced. Each Fund may be required to
sell portfolio securities at inopportune times or at distressed values in order to comply with regulatory requirements applicable to the use of
leverage or as required by the terms of leverage instruments, which may cause a Fund to incur losses. The use of leverage may limit each Fund&#146;s
ability to invest in certain types of securities or use certain types of hedging strategies. Each Fund will incur expenses in connection with the use
of leverage, all of which are borne by shareholders and may reduce income.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Under the Investment Company Act of 1940, as amended (the
&#147;1940 Act&#148;), the Funds are permitted to issue senior securities representing indebtedness up to 33<sup style="font-size:
7pt">1</sup>&#8260;<font style="font-size: 7pt">3</font>% of their total managed assets (each Fund&#146;s net assets plus the proceeds of any outstanding
borrowings). If the Funds segregate liquid assets having a value not less than the repurchase price (including accrued interest), a reverse repurchase
agreement will not be considered a senior security and therefore will not be subject to this limitation. In addition, each Fund voluntarily limits its
aggregate economic leverage to 50% of its managed assets. As of February 28, 2013, the Funds had aggregate economic leverage from reverse repurchase
agreements and/or borrowings through a credit facility as a percentage of their total managed assets as follows:</FONT></DIV></P>
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ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; vertical-align: middle; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Percent of<BR> Economic<BR>
Leverage</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRA</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BLW
</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Derivative Financial Instruments</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may invest in various derivative financial instruments,
including financial futures contracts, foreign currency exchange contracts, options and swaps, as specified in Note 2 of the Notes to Financial
Statements, which may constitute forms of economic leverage. Such derivative financial instruments are used to obtain exposure to a market without
owning or taking physical custody of securities or to hedge market, equity, credit, interest rate and/or foreign currency exchange rate risks.
Derivative financial instruments involve risks, including the imperfect correlation between the value of a derivative financial instrument and the
underlying asset, possible default of the counterparty to the transaction or illiquidity of the derivative financial instrument. The Funds&#146;
ability to use a derivative financial instrument successfully depends on the investment advisor&#146;s ability to predict pertinent market movements
accurately, which cannot be assured. The use of derivative financial instruments may result in losses greater than if they had not been used, may
require a Fund to sell or purchase portfolio investments at inopportune times or for distressed values, may limit the amount of appreciation a Fund can
realize on an investment, may result in lower dividends paid to shareholders or may cause a Fund to hold an investment that it might otherwise sell.
The Funds&#146; investments in these instruments are discussed in detail in the Notes to Financial Statements.Report of Independent Registered Public
Accounting Firm</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">10</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;February 28, 2013 (Unaudited)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><FONT STYLE="color: gray"><B>BlackRock
Defined Opportunity Credit Trust (BHL)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B>(Percentages shown are based
on Net Assets)</B></FONT><BR></TD></TR></TABLE></DIV>
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     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Asset-Backed
Securities</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ACAS CLO Ltd., Series 2012-1A, Class D, 5.58%, 9/20/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;251,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Anchorage Capital CLO Ltd., Series 2012-1A, Class B, 3.16%, 1/13/25 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">479,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Atrium CDO Corp., Series 9A, Class D, 3.96%, 2/28/24 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">241,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Carlyle Global Market Strategies CLO Ltd., Series 2012-4A, Class D, 4.89%, 1/20/25 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.30%, 4/20/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">214,998</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Goldentree Loan Opportunities VI Ltd., Series 2012-6A, Class D, 4.50%, 4/17/22 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">348,005</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Highbridge Loan Management Ltd., Series 2012-1A, Class C, 5.71%, 9/20/22 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">352,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ING Investment Management, Series 2012-2A, Class D, 4.85%, 10/15/22 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">350,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">LCM XI LP, Series 11A, Class D2, 4.25%, 4/19/22 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">371,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Marea CLO Ltd., Series 2012-1A, Class D, 4.85%, 10/16/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">402,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Octagon Investment Partners XIV Ltd., Series 2012-1A, Class C, 4.56%, 1/15/24 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">242,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OZLM Funding Ltd., Series 2013-3A, Class C, 4.15%, 1/22/25 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">244,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Race Point VI CLO Ltd., Series 2012-6A, Class D, 4.79%, 5/24/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">252,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Symphony CLO IX LP, Series 2012-9A, Class D, 4.55%, 4/16/22 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">496,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Symphony CLO X Ltd., Series 2012-10A, Class D, 5.55%, 7/23/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">354,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">West CLO Ltd., Series 2012-1A, Class C, 5.05%, 10/30/23 (a)(b)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">253,227</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Asset-Backed Securities &#151; 3.9%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,105,830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Common Stocks (c)</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B>Shares</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Hotels, Restaurants &amp; Leisure &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">BLB Worldwide Holdings, Inc.</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">453,254</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HMH Holdings/EduMedia</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">247,582</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Common Stocks &#151; 0.5%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700,836</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Corporate Bonds</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><B>Par
(000)</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Airlines &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Airlines Pass-Through Trust, Series 2011-2, Class A, 8.63%, 4/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">79</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">82,130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Airlines Pass-Through Trust, Series 2012-3, Class C, 6.13%, 4/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">154,612</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 6/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">57,035</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">293,777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Icahn Enterprises LP, 8.00%, 1/15/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">364,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Building Products &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Momentive Performance Materials, Inc., 8.88%, 10/15/20</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">164,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-top: 0pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Corporate
Bonds</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 0.1%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">INEOS Finance Plc, 8.38%, 2/15/19 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">110</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;120,450</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Services &amp; Supplies &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ARAMARK Corp., 3.80%, 2/01/15 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">65</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">65,098</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Aviation Capital Ltd., 7.00%, 10/17/16 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">304</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">318,999</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">384,097</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Communications Equipment &#151; 0.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc., 7.00%, 4/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">206</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">196,730</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group LLC/Zayo Capital, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.13%, 1/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">380</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">424,650</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.13%, 7/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">293,125</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">914,505</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Consumer Finance &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Inmarsat Finance Plc, 7.38%, 12/01/17 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">325</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">347,750</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 1.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ally Financial, Inc., 2.62%, 12/01/14 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">441,107</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Issuer, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 4/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">120</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">128,850</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 10/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">930</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">960,225</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 2/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">185</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">197,488</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,727,670</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Telecommunication Services &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Lynx I Corp., 5.38%, 4/15/21 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">205,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Energy Equipment &amp; Services &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FTS International Services LLC/FTS International Bonds, Inc., 8.13%, 11/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">113</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">116,955</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tervita Corp., 8.00%, 11/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">232</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">238,960</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">355,915</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Providers &amp; Services &#151; 1.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHS/Community Health Systems, Inc., 5.13%, 8/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">358</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">376,347</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HCA, Inc., 6.50%, 2/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">375</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">420,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">inVentiv Health, Inc., 9.00%, 1/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">190</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">198,075</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tenet Healthcare Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">185</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">204,888</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.50%, 4/01/21 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">264</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">260,370</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,459,680</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Technology &#151; 0.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">IMS Health, Inc., 12.50%, 3/01/18 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">850</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,024,250</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Hotels, Restaurants &amp; Leisure &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc., 9.00%, 2/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">67</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">66,163</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Operating Escrow LLC, 9.00%, 2/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">319</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">315,012</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">381,175</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Durables &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beazer Homes USA, Inc., 6.63%, 4/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">180</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">192,375</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">United Rentals North America, Inc., 5.75%, 7/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">80</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">86,100</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">278,475</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD COLSPAN="8" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Independent Power Producers &amp; Energy Traders &#151; 1.6%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp., 7.25%, 10/15/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">220</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">234,025</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Energy Future Intermediate Holding Co. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.00%, 12/01/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">230</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">259,325</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.00%, 12/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,405</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,594,675</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,088,025</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Portfolio Abbreviations</FONT></B></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 33%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">To
simplify the listings of portfolio holdings in the Schedules of Investments, the names and descriptions of many of the securities have been abbreviated
according to the following list:</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>CAD<BR>DIP<BR>EBITDA</B></DIV></FONT></TD>
     <TD STYLE="width: 5%"><B>&nbsp;&nbsp;</B></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Canadian Dollar<BR> Debtor-In-Possession<BR>Earnings Before Interest, Taxes, Depreciation and Amortization</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>EUR<BR> GBP<BR>TBA<BR> <BR>
USD</B></DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Euro<BR> British Pound<BR> To Be Announced<BR> US Dollar</DIV></FONT></TD>
</TR></TABLE>
<!-- agabop mode="ep" last-style="soi_notes" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">11<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-52352-bhl PAGE POSITION: 1 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-52352-bhl PAGE POSITION: 2 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_notes" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>IT Services &#151; 0.2%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">First Data Corp., 6.75%, 11/01/20 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;251,431</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Media &#151; 0.8%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AMC Networks, Inc., 7.75%, 7/15/21</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">119,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc., 9.00%, 12/15/19 (a)</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">181,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Worldwide Holdings, Inc. (a):</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/15/22</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">517</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">544,142</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,045,307</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 0.1%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EP Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">145</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">158,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Paper &amp; Forest Products &#151; 0.1%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Longview Fibre Paper &amp; Packaging, Inc., 8.00%, 6/01/16 (a)</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">162,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Management &amp; Development &#151; 0.1%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Realogy Corp., 7.63%, 1/15/20 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">165</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">186,038</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Wireless Telecommunication Services &#151; 0.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sprint Nextel Corp. (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 11/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">359,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 3/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">643,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,003,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Corporate Bonds &#151; 9.9%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,915,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Floating Rate Loan Interests (b)</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Aerospace &amp; Defense &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/24/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">517,092</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DynCorp International LLC, Term Loan B, 6.25%, 7/07/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">256,748</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The SI Organization, Inc., Term Loan B, 4.50%, 11/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">414</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">412,905</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spirit Aerosystems, Inc., Term Loan B, 3.75%, 4/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">368,756</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transdigm, Inc., Term Loan C, 4.00%, 2/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225,423</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,780,924</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Airlines &#151; 2.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 3.56%, 9/16/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">352</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">328,867</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 4/20/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">997</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,005,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Northwest Airlines, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 2.32%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">134</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">124,754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 2.32%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">242</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225,302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 1.70%, 9/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">98,208</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 1.70%, 9/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">97,315</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Group, Inc., Term Loan, 2.70%, 3/21/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">812,669</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,692,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 3.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Autoparts Holdings Ltd., First Lien Term Loan, 6.50%, 7/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">642</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">645,617</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Federal-Mogul Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.14%, 12/29/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,293</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,203,326</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 2.14%, 12/28/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">542</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">504,073</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goodyear Tire &amp; Rubber Co., Second Lien Term Loan, 4.75%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,154,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Schaeffler AG, Term Loan B2, 6.00%, 1/27/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">419,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transtar Holding Co., First Lien Term Loan, 5.50%, 10/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">494</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">498,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UCI International, Inc., Term Loan B, 5.50%, 7/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">343</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">343,751</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,769,675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Biotechnology &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Grifols, Inc., Term Loan B, 4.25%, 6/01/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">634</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">636,869</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-top: 0pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests
(b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Building Products &#151; 1.8%</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Armstrong World Industries, Inc., Term Loan B, 4.00%, 3/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">760</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;760,256</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CPG International, Inc., Term Loan, 5.75%, 9/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">818</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">824,085</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wilsonart International Holdings LLC, Term Loan B, 5.50%, 10/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">800</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">808,400</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,392,741</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Capital Markets &#151; 1.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Capital Holdings, Inc., Term Loan, 5.50%, 8/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">603</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">609,030</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HarbourVest Partners LLC, Term Loan B, 4.75%, 11/21/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">370</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">371,725</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nuveen Investments, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended First Lien Term Loan,<BR> 5.70%&#151;5.81%, 5/13/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">391</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">395,604</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan, 5.70% &#150; 5.81%, 5/12/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">637</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">645,901</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan, 7.25%, 5/13/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">115</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">115,575</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.25%, 2/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">147</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">149,940</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,287,775</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 4.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Rock Salt Holdings LLC, Term Loan, 5.50%, 4/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">604</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">598,353</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chemtura Corp., Exit Term Loan B, 5.50%, 8/27/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">655</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">659,912</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">483</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">486,978</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">General Chemical Corp., Term Loan, 5.00% &#150; 5.75% 10/06/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">356</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">357,102</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">INEOS US Finance LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3 Year Term Loan, 5.50%, 5/04/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">89</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">90,978</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6 Year Term Loan, 6.50%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">365</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">372,053</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">590</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">587,971</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tronox Pigments (Netherlands) BV, Term Loan B, 4.25%, 2/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">602</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">601,209</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univar, Inc., Term Loan B, 5.00%, 6/30/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">412</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">410,129</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Coatings Acquisition, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 2/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,510</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,528,331</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 2/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">145</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">191,232</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,884,248</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Banks &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Everest Acquisition LLC, Term Loan B1, 5.00%, 5/24/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">660</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">665,537</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Services &amp; Supplies &#151; 5.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ACCO Brands Corp., Term Loan B, 4.25%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">605</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">609,885</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADS Waste Holdings, Inc., Term Loan B, 5.25%, 10/09/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,305</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,306,227</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Altegrity, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 3.20%, 2/21/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">217,125</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Tranche D Term Loan, Tranche D Term Loan, 7.75%, 2/20/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">279</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">279,288</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ARAMARK Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Synthetic LC, 3.46%, 7/26/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,420</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B, 3.45%, 7/26/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">211</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">211,797</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan C, 3.45% &#150; 3.56%, 7/26/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">116</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">116,936</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Letter of Credit, 3.46%, 7/26/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,929</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Finance Luxembourg 2012 SA, Term Loan, 4.75%, 7/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">309</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">314,013</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Finance Luxembourg Sarl, Term Loan B, 5.25%, 6/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">327</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">329,269</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delos Aircraft, Inc., Term Loan 2, 4.75%, 4/12/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">825</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">829,810</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Garda World Security Corp., Term Loan B, 4.50%, 11/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">165</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">166,131</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">KAR Auction Services, Inc., Term Loan B, 5.00%, 5/19/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,182</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,193,820</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Progressive Waste Solutions Ltd., Term Loan B, 3.50%, 10/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">315</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">317,756</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Protection One, Inc., Term Loan, 5.75%, 3/21/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">561</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">565,669</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WEST Corp., Term Loan B8, 5.75%, 2/07/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">690</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">692,015</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 1pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,173,090</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_notes" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">12</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-52352-bhl PAGE POSITION: 2 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-52352-bhl PAGE POSITION: 3 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_notes" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Communications Equipment &#151; 4.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alcatel-Lucent:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 6.25%, 7/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;444,598</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 7.25%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">755</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">763,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 7.75%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">320,704</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Arris Group, Inc., Term Loan B, 3.50%, 2/07/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">174,617</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B3, 4.79%, 10/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">169,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B5, 8.00%, 3/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">121</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">121,268</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CommScope, Inc., Term Loan, 4.25%, 1/12/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">810</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">813,413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Riverbed Technology, Inc., Term Loan, 4.00%, 12/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">384,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group, LLC Refinancing, Term Loan B, 5.25%, 7/12/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,081,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,273,097</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Construction &amp; Engineering &#151; 1.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BakerCorp International, Inc., Term Loan B, 5.00%, 2/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">360,486</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Centaur LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 8.75%, 2/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">570,359</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.75%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">284,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Safway Services LLC, First Out Term Loan, 9.00%, 12/16/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">750,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,965,045</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Construction Materials &#151; 1.9%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HD Supply, Inc., Senior Debt B, 4.50%, 10/12/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,537</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,544,124</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Consumer Finance &#151; 0.8%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Springleaf Financial Funding Co., Term Loan, 5.50%, 5/10/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,060</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,063,752</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Containers &amp; Packaging &#151; 0.5%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Berry Plastics Holding Corp., Term Loan C, 2.20%, 4/03/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">247,223</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sealed Air Corp., Term Loan, 4.00%, 10/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">383,567</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">630,790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Distributors &#151; 0.4%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crossmark Holdings, Inc., Term Loan, 4.50%, 1/31/20</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">235,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">VWR Funding, Inc., Extended Term Loan B, 4.54%, 4/03/17</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">282,013</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">517,112</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Consumer Services &#151; 2.9%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bright Horizons Family, Inc., Term Loan B, 4.00%, 1/16/20</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">648,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Coinmach Service Corp.:</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Delayed Draw Term Loan, 3.21%, 11/20/14</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">241</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">235,188</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.21%, 11/20/14</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">886</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">866,304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Education Management LLC, Term Loan C3, 8.25%, 3/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">113</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96,946</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Laureate Education, Inc., Extended Term Loan, 5.25%, 6/18/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">692</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">695,924</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ServiceMaster Co., Term Loan, 2.70%, 4/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">867,048</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weight Watchers International, Inc., Term Loan F, 4.00%, 3/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">351,441</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,761,076</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 1.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Holdings Inc., Dollar Term Loan, 4.75%, 9/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,416</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,432,088</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telesat LLC, Term Loan B, 4.25%, 3/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">746,464</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WMG Acquisition Corp., Term Loan, 5.25%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">374,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,552,714</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Telecommunication Services &#151; 4.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Consolidated Communications, Inc., Term Loan B3, 5.25%, 12/31/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">888,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>


<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Diversified Telecommunication Services (concluded)</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hawaiian Telcom Communications, Inc., Term Loan B, 7.00%, 2/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">529</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;538,588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Integra Telecom, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.75%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 9.25%, 2/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">465</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">470,115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Financing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2016 Term Loan B, 4.75%, 2/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">668</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">675,844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2019 Term Loan B, 5.25%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">656,636</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,735</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,748,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Syniverse Holdings, Inc., Delayed Draw Term Loan, 4.00%, 4/23/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">459,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Telepacific Corp., Term Loan B, 5.75%, 2/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">738</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">736,072</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,424,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=12><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Electronic Equipment, Instruments &amp; Components &#151; 0.4%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">CDW LLC, Extended Term Loan, 4.00%, 7/14/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">503</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">503,994</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Energy Equipment &amp; Services &#151; 2.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dynegy Midwest Generation LLC, Coal Co. Term Loan, 9.25%, 8/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">542</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">559,344</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dynegy Power LLC, Gas Co. Term Loan, 9.25%, 8/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">632</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">657,214</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MEG Energy Corp., Term Loan, 3.75%, 3/20/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">967,413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tervita Corp., Incremental Term Loan, 3.20%, 5/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">452,322</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unifrax I LLC/Unifrax Holding Co., Term Loan, 4.25%, 11/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">221,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,857,747</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Food &amp; Staples Retailing &#151; 2.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Boots Holdings Ltd., Term Loan B1, 3.49%, 7/09/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,337,192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pilot Travel Centers LLC, Term Loan B2, 4.25%, 8/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">484</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">488,171</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rite Aid Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 5.75%, 7/07/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">240,353</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan 6, 4.00%, 2/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Supervalu, Inc., Term Loan B, 6.25%, 2/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">525,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,817,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Food Products &#151; 2.2%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Advance Pierre Foods, Inc., Term Loan, 5.75%, 7/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">545</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">551,643</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Del Monte Foods Co., Term Loan, 4.50%, 3/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">888</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">890,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Michael Foods Group, Inc., Term Loan, 4.25%, 2/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">171,447</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pinnacle Foods Finance LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B, 3.70%, 10/03/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 4.75%, 10/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">503,916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Solvest Ltd. (Dole):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 5.00% &#150; 6.00%, 7/06/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">277,699</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C-2, 5.00% &#150; 6.00%, 7/06/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">497</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">496,935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,931,887</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Equipment &amp; Supplies &#151; 4.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bausch &amp; Lomb, Inc., Term Loan B, 5.25%, 5/17/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,323</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,333,116</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Biomet, Inc., Extended Term Loan B, 3.95% &#150; 4.06%, 7/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">465</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">468,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BSN Medical Acquisition Holding GmbH, Term Loan B, 5.00%, 8/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">385</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">386,540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capital Safety North America Holding, Inc., Term Loan, 4.50%, 1/21/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">352</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">352,338</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DJO Finance LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B2, 5.20%, 11/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">189</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">190,044</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 6.25%, 9/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,060,604</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hologic, Inc., Term Loan B, 4.50%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,118</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,129,784</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IASIS Healthcare LLC, Term Loan B2, 4.50%, 5/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96,807</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Immucor, Inc., Term Loan B1, 5.00%, 8/18/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">813,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">LHP Hospital Group, Inc., Term Loan, 9.00%, 7/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">214</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">218,738</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,049,708</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_notes" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">13<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-52352-bhl PAGE POSITION: 3 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-52352-bhl PAGE POSITION: 4 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_notes" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Providers &amp; Services &#151; 5.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Renal Holdings Co., Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 4.00%, 8/14/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;658,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.50%, 2/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">408,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">268,644</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHG Buyer Corp., First Lien Term Loan, 5.00%, 11/22/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">459</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">464,248</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ConvaTec, Inc., Term Loan, 5.00%, 12/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">581</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">586,854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DaVita, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 10/20/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,006</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,012,918</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.00%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">634,523</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Emergency Medical Services Corp., Term Loan, 4.00%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">631</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">631,973</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genesis HealthCare Corp., Term Loan B, 10.00%&#151;10.75%, 9/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">210,223</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harden Healthcare LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Add on Term Loan A, 7.75%, 3/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">411</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">402,796</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A, 8.50%, 3/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">273</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">270,586</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HCA, Inc., Extended Term Loan B3, 3.45%, 5/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">236,074</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">inVentiv Health, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Combined Term Loan, 7.50%, 8/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">167,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B-3, 7.75%, 5/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">215,289</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Medpace, Inc., Term Loan, 6.50% &#150; 7.25%, 6/16/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">507</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">504,742</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Renal Care, Inc., First Lien Term Loan, 6.25%, 7/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">512</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">519,471</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vanguard Health Holding Co. II LLC (Vanguard Health Systems, Inc.), Term Loan B, 5.00%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">59</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">59,476</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,252,226</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Technology &#151; 1.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IMS Health, Inc., Term Loan B, 3.75%, 8/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">752</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">753,490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinetic Concepts, Inc., Term Loan C1, 5.50% &#150; 6.50%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">921</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">932,803</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MedAssets, Inc., Term Loan B, 4.00%, 12/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">286,662</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,972,955</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Hotels, Restaurants &amp; Leisure &#151; 7.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alpha D2 Ltd., Extended Term Loan B2, 6.00%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">606</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">613,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Boyd Gaming Corp., Incremental Term Loan, 6.00%, 12/17/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">377,971</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 9.25%, 4/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">326,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 3.20%, 1/28/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">632</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">630,520</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Golden Living, Term Loan, 5.00%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">366</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">350,674</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harrah&#146;s Property Co., Mezzanine Term Loan, 3.69%, 2/13/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,333</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,226,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MGM Resorts International, Term Loan B, 4.25%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">783,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OSI Restaurant Partners LLC, Term Loan B, 4.75%, 10/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">580</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">587,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabre, Inc., Term Loan B, 5.25%, 2/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">319,773</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SeaWorld Parks &amp; Entertainment, Inc., Term Loan B, 4.00%, 8/17/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">426</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">428,265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Six Flags Theme Parks, Inc., Term Loan B,<BR> 4.00% &#150; 5.25%, 12/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">342</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">345,835</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Station Casinos, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2011 Term Loan B2, 6.25%, 6/17/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">95</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">94,209</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.50%, 9/27/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">793</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">797,636</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.00%, 2/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,210,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 3.20%, 6/17/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">351</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">353,660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Twin River Worldwide Holdings, Inc., Term Loan, 8.50%, 11/05/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">484</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">486,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wendy&#146;s International, Inc., Term Loan B, 4.75%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,082</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,091,346</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,023,664</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>


<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Products &#151; 1.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Prestige Brands, Inc., Term Loan,<BR> 5.25%&#151;6.25%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">469</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;471,231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spectrum Brands, Inc., Term Loan, 4.50%, 12/17/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">955</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">966,536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,437,767</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Independent Power Producers &amp; Energy Traders &#151; 0.8%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The AES Corp., Term Loan, 4.25%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">768</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">771,095</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp., Term Loan B1, 4.50%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">214</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">215,171</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">986,266</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Industrial Conglomerates &#151; 1.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Sequa Corp., Term Loan B, 5.25%, 6/19/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,496</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,513,545</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Insurance &#151; 1.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliant Holdings I, Inc., Term Loan B, 5.00%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">428,187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asurion LLC, Term Loan B1, 5.50%, 5/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">305,891</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNO Financial Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-1, 4.25%, 9/28/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">392,421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 5.00%, 9/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">541,495</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cunningham Lindsey Group, Inc., Term Loan B, 5.00%, 12/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">374,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,042,619</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Internet Software &amp; Services &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Web.com Group, Inc., Term Loan B, 5.50%, 10/27/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">521</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">525,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>IT Services &#151; 5.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CCC Information Services, Inc., Term Loan, 5.25%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">216,290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian Corp., Extended Term Loan, 5.95%, 5/09/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">954</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">964,859</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Data Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Add-on Term Loan, 5.20%, 9/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">594,732</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended 2018 Term Loan B, 4.20%, 3/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,872,851</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genpact International, Inc., Term Loan B, 4.25%, 8/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">808</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">816,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">InfoGroup, Inc., Term Loan, 5.75%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">246,696</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">iPayment, Inc., Term Loan B, 5.75%, 5/08/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">74</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">73,914</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Data Systems, Inc., Term Loan D, 4.50%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">594,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TransUnion LLC, Term Loan B, 5.50%, 2/12/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,259</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,266,628</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,646,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Leisure Equipment &amp; Products &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Eastman Kodak Co., DIP Term Loan B, 8.50%, 7/19/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">192,013</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FGI Operating Co. LLC, Term Loan, 5.50%, 4/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">411,632</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">603,645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Life Sciences Tools &amp; Services &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Patheon, Inc., Term Loan, 7.25%, 12/06/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">274</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">277,399</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Machinery &#151; 2.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Laundry Systems LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.50%, 12/07/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">230,934</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.50%, 12/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">131</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">133,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dematic S.A., Term Loan, 5.25%, 12/27/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">573,739</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelligrated, Inc., First Lien Term Loan, 4.50% &#150; 6.75%, 7/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">399</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">399,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rexnord Corp., Term Loan B, 4.50%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">312</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">313,802</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Silver II US Holdings LLC, First Lein Term Loan, 4.75%, 12/05/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">650,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Terex Corp. Term Loan B:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.50%, 4/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">598</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">603,504</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 4/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">59</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">77,573</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wabash National Corp., Term Loan B, 6.00%, 5/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">516</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">519,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,501,068</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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</TABLE>
<!-- agabop mode="frill" last-style="soi_notes" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">14</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Media &#151; 15.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AMC Entertainment, Inc., Term Loan B3, 3.75%, 2/22/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">322</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;324,002</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BBHI Acquisition LLC, Term Loan B, 4.50%, 12/14/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">626</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">627,806</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capsugel Holdings US, Inc., Term Loan B, 4.75%, 8/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">541</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">546,296</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Catalina Marketing Corp., Extended Term Loan B, 5.70%, 9/29/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">508,623</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cengage Learning Acquisitions, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Non-Extended Term Loan, 2.71%, 7/03/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">227</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">177,448</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Tranche 1 Incremental, 7.50%, 7/03/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">292,047</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Charter Communications Operating LLC:</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan C, 3.46%, 9/06/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">538</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">540,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 4.00%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">315,128</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clarke American Corp., Term Facility B, 2.70%, 6/30/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">89</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc.:</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.85%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,472</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,258,645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.85%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">167</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">141,178</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cumulus Media, Inc., First Lien Term Loan, 4.50%, 9/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">609</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">614,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">EMI Music Publishing Ltd., Term Loan B, 5.50%, 6/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">358</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">362,051</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Foxco Acquisition Sub LLC, Term Loan B, 5.50%, 7/14/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">693</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">701,235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">519,007</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gray Television, Inc., Term Loan B, 4.75%, 10/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">612</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">617,981</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Houghton Mifflin Harcourt Publishing Co., DIP Term Loan B, 7.25%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">432</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">433,896</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hubbard Broadcasting, Term Loan B, 4.50%, 4/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">403</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">406,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Jackson Holdings SA, Term Loan B1, 4.50%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,357</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,379,334</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interactive Data Corp., Term Loan B, 3.75%, 2/11/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,312</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,313,613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kabel Deutschland GmbH, Term Loan F1, 3.50%, 2/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">771,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lavena Holding 4 GmbH (Prosiebensat.1 Media AG):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.62%, 3/06/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">591,572</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.00%, 3/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">594,578</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mediacom LLC, Term Loan E, 4.50%, 10/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">488</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">487,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NEP Supershooters LP:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.25%, 1/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330,927</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.50%, 8/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">235,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 1/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nielsen Finance LLC, Class B Term Loan, 3.95%, 5/02/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">627</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">628,702</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sinclair Television Group, Inc., Term Loan B, 4.00%, 10/28/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">296,392</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univision Communications, Inc., Extended Term Loan, 4.45%, 3/31/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">770,328</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UPC Broadband Holding BV, Term Loan U, 4.12%, 12/29/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">196</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">255,508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UPC Financing Partnership, Term Loan T, 3.70%, 12/30/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">80</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">80,186</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Media Investment Holdings:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">982,227</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.50%, 2/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">929,418</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">WC
Luxco Sarl, Term Loan B-3, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">184</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">185,822</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weather Channel, Term Loan B, 4.25%, 2/07/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">406</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">409,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WideOpenWest Finance LLC, First Lien Term Loan, 6.25%, 7/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">517</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">523,479</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">20,570,780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Metals &amp; Mining &#151; 5.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ameriforge Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.00%, 12/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">378,517</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.75%, 12/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">187,544</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>


<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Metals &amp; Mining (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Constellium Holdco BV, Term Loan B, 9.25%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">517</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;527,748</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FMG America Finance, Inc., Term Loan, 5.25%, 10/18/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,865</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,887,672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Metals USA, Inc., Term Loan, 6.25%, 11/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">455,569</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Novelis, Inc., Term Loan, 4.00%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,154</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,154,923</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunCoke Energy, Inc., Term Loan B, 4.00%, 7/26/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">137</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">136,844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Walter Energy, Inc., Term Loan B, 5.75%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,141</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,143,299</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">648</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">668,231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,540,347</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Multiline Retail &#151; 3.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT:
-10px">99&cent; Only Stores, Term Loan, 5.25%, 1/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">462,863</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Apex Tool Group LLC, Term Loan B, 4.50%, 1/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">485</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">489,763</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BJ&#146;s Wholesale Club, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.75%, 9/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">414</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">414,223</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.75%, 3/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">294,442</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dollar General Corp., Tranche B-2 Term Loan, 2.95%, 7/07/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">315,982</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HEMA Holding BV, Second Lien Term Loan, 5.12%, 1/05/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,133,790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Neiman Marcus Group, Inc., Extended Term Loan, 4.00%, 5/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">690</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">689,773</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,800,836</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 4.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chesapeake Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,005,419</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gibson Energy ULC, Term Loan B, 4.75%, 6/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">738</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">745,191</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">447</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">451,564</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Plains Exploration &amp; Production, 7-Year Term Loan B, 4.00%, 11/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">901,503</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Samson Investment Co., Second Lien Term Loan, 6.00%, 9/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">297,767</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tesoro Corp., Term Loan B, 2.55%, 1/30/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">544,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vantage Drilling Co., Term Loan, 6.25%, 10/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,299</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,305,056</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,251,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Pharmaceuticals &#151; 4.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aptalis Pharma, Inc., Term Loan B, 5.50%, 2/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,111,559</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Par Pharmaceutical, Term Loan B, 4.25%, 9/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,300,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pharmaceutical Product Development, Inc., Term Loan B, 4.25%, 12/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,392</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,399,405</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Quintiles Transnational Corp., Term Loan B, 4.50%, 6/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">577</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">581,341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RPI Finance Trust, Incremental Tranche 2, 4.00%, 11/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">89</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">90,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Valeant Pharmaceuticals International, Inc. Tranche B:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series C, 3.50%, 12/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">617,306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series D, 3.50%, 2/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">665</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">668,251</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Warner Chilcott Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B-1, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">102</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">102,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-1, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">268</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">270,286</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">83</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">83,562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,224,554</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Professional Services &#151; 1.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Booz Allen Hamilton, Inc., Term Loan B, 4.50%, 7/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">643</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">649,017</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Emdeon, Inc., Term Loan B1, 5.00%, 11/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">796,828</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">ON
Assignment, Inc., Term Loan B, 5.00%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">227,184</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Truven Health Analytics, Inc., Term Loan B, 5.75%, 6/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">602</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">607,622</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,280,651</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Investment Trusts (REITs) &#151; 0.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">iStar Financial, Inc., Term Loan, 4.50%, 9/28/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">747</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">746,984</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_notes" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">15<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-52352-bhl PAGE POSITION: 5 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-52352-bhl PAGE POSITION: 6 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_notes" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Management &amp; Development &#151; 1.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Realogy Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Letter of Credit Loan, 4.46%, 10/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;87,748</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Synthetic Letter of Credit, 3.23%, 10/10/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21,046</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan, 4.42%, 10/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,814,833</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,923,627</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Road &amp; Rail &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genesee &amp; Wyoming, Inc., Term Loan A, 2.70%, 9/29/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">259</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">258,657</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Road Infrastructure Investment LLC, Term Loan B, 6.25%, 3/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">233</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">233,820</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">492,477</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 1.8%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freescale Semiconductor, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B, 4.45%, 12/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">628,764</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 5.50%, 3/20/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">926,280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NXP BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A-2, 5.50%, 3/03/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">397,066</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 4.75%, 1/11/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">435</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">441,660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,393,770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software &#151; 3.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Blackboard, Inc., Term Loan B2, 6.25%, 10/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">116</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">116,595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GCA Services Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.25%, 10/22/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">217,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Infor US, Inc., Term Loan B2, 5.25%, 4/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,776</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,795,321</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kronos, Inc., Second Lien Term Loan, 9.75%, 4/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">358,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">RP
Crown Parent LLC, First Lien Term Loan, 6.75%, 12/21/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">365,177</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sophia LP, Term Loan B, 6.25%, 7/19/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">634,602</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SS&amp;C Technologies, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-1, 5.00%, 6/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">819</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">826,333</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 5.00%, 6/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">85</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">85,483</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,840,111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Specialty Retail &#151; 6.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Academy Ltd., Term Loan, 4.75%, 8/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">792</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">801,171</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bass Pro Group LLC, Term Loan, 4.00%, 11/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">623,336</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Burlington Coat Factory Warehouse Corp., Term Loan B1, 5.50%, 2/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">152</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">153,605</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">David&#146;s Bridal, Inc., Term Loan B, 5.00%, 10/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">929,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Equinox Fitness Clubs, First Lien Term Loan, 5.50%, 11/16/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">459,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Gymboree Corp., Initial Term Loan, 5.00%, 2/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">77</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">74,301</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harbor Freight Tools USA, Inc., Term Loan B, 5.50%, 11/14/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">458</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">462,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Jo-Ann Stores, Inc., Term Loan, 4.75%, 3/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">284</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">283,922</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Leslie&#146;s Poolmart, Inc., Term Loan B, 2.00% &#150; 5.25%, 10/16/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">749,289</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Michaels Stores, Inc., Term Loan, 4.81%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,025</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,027,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Party City Holdings, Inc., Term Loan B, 5.75%, 7/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,368,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">PETCO Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">980</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">987,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>


<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Specialty Retail (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Things Remembered, Inc., Term Loan B, 8.00%, 5/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">314</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;309,499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Toys &lsquo;R&#146; Us Delaware, Inc., Term Loan B3, 5.25%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">94</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">89,102</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Yankee Candle Co., Inc., Term Loan B, 5.25%, 4/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">518</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">520,992</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,840,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Textiles, Apparel &amp; Luxury Goods &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">918</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">927,243</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Phillips-Van Heusen Corp., Term Loan B, 3.25%, 12/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">393,128</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wolverine Worldwide, Inc., Term Loan B, 4.00%, 7/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">496</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">499,515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;1,819,886</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Thrifts &amp; Mortgage Finance &#151; 0.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Insight Global, Inc., First Lien Term Loan, 6.00%, 10/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">451,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ocwen Financial Corp., Term Loan, 5.00%, 1/22/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">379,530</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">830,655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Trading Companies &amp; Distributors &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">WESCO Distribution, Inc., Term Loan B, 4.50%, 12/12/19</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">514,677</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Wireless Telecommunication Services &#151; 2.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cricket Communications, Inc., Term Loan, 4.75%, 10/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">491,534</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MetroPCS Wireless, Inc., Tranche B-2 Term Loan, 4.07%, 11/03/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">757</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">759,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vodafone Americas Finance 2, Inc. (d):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 6.88%, 8/11/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,314</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,340,404</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 6.25%, 7/11/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">423,844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,015,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Floating Rate Loan Interests &#151; 135.6%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">177,045,501</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Warrants (e)<BR></B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B>Shares</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HMH Holdings/EduMedia, (Issued/Exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price
$42.27)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Warrants &#151; 0.0%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Long-Term Investments<BR> (Cost &#151; $192,279,003) &#151; 149.9%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">195,768,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Short-Term Securities</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B></B>&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.10% (f)(g)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,275,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,275,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Short-Term Securities (Cost &#151; $4,275,893) &#151; 3.3%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,275,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Investments (Cost &#151; $196,554,896) &#151; 153.2%</B></DIV></FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200,043,930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities in Excess of Other Assets &#151; (53.2)%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(69,493,029</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Assets &#151; 100.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">130,550,901</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 2pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Notes to Schedule of Investments</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(a)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">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.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(b)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Variable rate security. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(c)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Non-income producing security.</DIV></FONT></TD>
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</TR>
</TABLE>
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">16</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-top: 12pt"></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(d)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(e)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">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.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(f)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Investments in issuers considered to be an affiliate of the Fund during the six months ended February 28, 2013, for purposes of
Section 2(a)(3) of the 1940 Act, were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Affiliate<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Shares<BR> Held at<BR> August 31,
2012</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Net<BR> Activity</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Shares<BR> Held at<BR> February 28,
2013</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Income</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BlackRock Liquidity Funds, TempFund, Institutional Class</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,326,441</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,949,452</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,275,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">492</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(g)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents the current yield as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Foreign currency exchange contracts as of February 28, 2013 were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD COLSPAN="8" NOWRAP STYLE="width: 2%; text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Currency
Purchased<BR></B></B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="width: 2%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Currency Sold<BR></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER" ></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER" ></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Counterparty<BR></B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER" ></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER" ></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Settlement<BR> Date<BR></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER" ></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER" ></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Appreciation</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">103,386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="2%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CAD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">102,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/17/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,580</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,297,555</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="2%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">GBP</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">810,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/17/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">69,033</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">240,481</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="2%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">180,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BNP Paribas SA</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/23/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,396</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">92,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="2%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">70,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BNP Paribas SA</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/23/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,573</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">118,401</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="2%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">89,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BNP Paribas SA</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/23/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,165</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">63,565</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="2%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">47,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citigroup Inc.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">4/23/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,181</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="2%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,605,745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="2%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,706,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Citigroup Inc.</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">4/23/13</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">71,629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" WIDTH="2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="2%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">156,557</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 2pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Credit default swaps &#151; sold protection outstanding as of February 28, 2013 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Issuer<BR></B></B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Receive<BR> Fixed<BR> Rate</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Counterparty/Exchange</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Expiration<BR> Date</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Credit&nbsp;<BR> Rating<SUP>1</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Notional<BR> Amount<BR> (000)<SUP>2</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Appreciation<BR>
(Depreciation)</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">JPMorgan Chase &amp; Co.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/20/15</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">34</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;4,183</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">JPMorgan Chase &amp; Co.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/20/15</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">138</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,462</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">JPMorgan Chase &amp; Co.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/20/15</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">124</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">20,889</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/20/16</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">49</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,847</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/20/16</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">49</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,847</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/20/16</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">143</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/20/16</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,437</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">5.00%</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">3/20/17</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">CCC</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">89</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 2px'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 2px'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">66,219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 2pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</SUP></TD>
<TD>Using S&amp;P&#146;s rating of the issuer. </TD></TR><TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>2</sup></TD>
     <TD STYLE="text-align: left">The maximum potential amount the Fund may pay should a negative
event take place as defined under the terms of agreement.</TD>
</TR>
</TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">For Fund compliance purposes, the Fund&#146;s industry classifications refer to any one or more of the industry sub-classifications
used by one or more widely recognized market indexes or ratings 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.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Fair Value Measurements &#151; 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 statement
purposes as follows:</DIV></FONT></TD>
</TABLE>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 1 &#151; unadjusted price quotations in active markets/exchanges for identical assets and liabilities that the Fund has the
ability to access</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 2 &#151; 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)</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 3 &#151; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are
not available (including the Fund&#146;s own assumptions used in determining the fair value of investments and derivative financial
instruments)</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">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 level in the fair value hierarchy within which the fair value measurement falls in its entirety
is determined based on the lowest level input that is significant to the fair value measurement in its entirety.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In
accordance with the Fund&#146;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&#146;s policy regarding valuation of investments and derivative financial instruments and other
significant accounting policies, please refer to the Fund&#146;s most recent financial statements as contained in its semi-annual
report.</DIV></FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">17<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-52352-bhl PAGE POSITION: 7 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-52352-bhl PAGE POSITION: 8 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE BORDER="0" CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 10pt Arial; margin-top: 12pt">
<TR>
<TD STYLE="width: 63%"></TD>
<TD STYLE="width: 36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"></TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: left">The following tables summarize the Fund&#146;s investments and derivative financial instruments categorized in the disclosure
hierarchy as of February 28, 2013:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 60%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 1</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 2</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 3</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Long-Term Investments:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Asset-Backed Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,105,830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,105,830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Common Stocks</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700,836</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700,836</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Corporate Bonds</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,915,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,915,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">163,277,715</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,767,786</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">177,045,501</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Short-Term Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,275,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,275,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Unfunded Commitments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,275,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">176,894,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">18,873,616</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">200,044,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 60%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 1</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 2</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 3</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Derivative Financial Instruments<SUP>1<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Credit contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">66,901</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">66,901</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency exchange contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">156,557</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">156,557</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Credit contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;222,776</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;222,776</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</SUP></TD>
<TD>Derivative financial instruments are swaps and foreign currency exchange contracts. Swaps and foreign currency exchange contracts are valued at the
unrealized appreciation/depreciation on the instrument. </TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Certain of the Fund&#146;s assets and liabilities are held at carrying amount, which approximates fair value for financial statement
purposes. As of February 28, 2013, such assets and liabilities are categorized within the disclosure hierarchy as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 60%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 1</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 2</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 3</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency at value</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">141,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">141,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Bank overdraft</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(313,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(313,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Loans payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(48,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(48,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;141,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;(48,313,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;(48,172,309</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">There were no transfers between Level 1 and Level 2 during the six months ended February 28, 2013.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments 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:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Asset-Backed<BR>
Securities</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating Rate<BR> Loan
Interests</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Opening Balance, as of August 31, 2012 </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,427,772</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,204,028</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,631,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Transfers into Level 3<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,977,415</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,977,415</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Transfers out of Level 3<SUP>3</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(3,112,046</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(3,112,046</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Accrued discounts/premiums</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,834</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">25,945</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net
realized gain (loss)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">69,456</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">29,826</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">99,282</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net
change in unrealized appreciation/depreciation<SUP>4</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">352,013</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">128,358</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">480,371</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Purchases</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,276,608</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,633,808</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,910,416</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Sales</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,032,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(2,106,714</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(3,139,567</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Closing Balance, as of February 28, 2013<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,105,830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">13,767,786</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">18,873,616</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>2</SUP></TD>
<TD>As of August 31, 2012, the Fund used observable inputs in determining the value of certain investments. As of February 28, 2013, the Fund used
significant unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of
$3,112,046 transferred from Level 2 to Level 3 in the disclosure hierarchy. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>3</SUP>&nbsp;</TD>
     <TD STYLE="text-align: left">As of August 31, 2012, the Fund used significant unobservable
inputs in determining the value of certain investments. As of February 28, 2013, the Fund used observable inputs in determining the value of the same
investments. As a result, investments with a beginning of period value of $2,977,415 transferred from Level 3 to Level 2 in the disclosure
hierarchy.</TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>4</SUP>&nbsp;</TD>
     <TD STYLE="text-align: left">Included in the related net change in unrealized
appreciation/depreciation in the Statements of Operations. The change in unrealized appreciation/depreciation on investments still held as of February
28, 2013 was $503,059.</TD>
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">18</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-52352-bhl PAGE POSITION: 8 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_02-52352-bhl PAGE POSITION: 9 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Schedule of Investments (concluded)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The following table summarizes the valuation techniques used and unobservable inputs developed by the BlackRock Global Valuation
Methodologies Committee (&#147;Global Valuation Committee&#148;) to determine the value of certain of the Fund&#146;s Level 3 investments as of
February 28, 2013. The table does not include Level 3 investments with values derived utilizing third party pricing information without adjustment. A
significant change in third party pricing information could result in a significantly lower or higher value of such Level 3 investments. The value of
Level 3 investments derived using third party pricing information is $16,811,868.</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Valuation Techniques<BR></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="LEFT" ></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unobservable Inputs<SUP>1<BR></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="LEFT" ></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Range of<BR> Unobservable Inputs<BR>
Utilized</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">673,382</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Discounted Cash Flow</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Yield</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9.50%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">309,499</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Yield Analysis</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Yield</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8.375%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,078,867</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cost<SUP>2</SUP></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">N/A<BR></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,061,748</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 2pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 12pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</SUP></TD>
<TD>A change to the unobservable input may result in a significant change to the value of the investment as follows:</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="margin-left: 44pt; font-size: 9pt; width: 92%">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Unobservable Input<BR></B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Impact to<BR> Value if Input
Increases</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; width: 5%; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Impact to<BR> Value if Input
Decreases</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Yield</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Decrease</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Increase</DIV></FONT></TD>
</TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>2</SUP></TD>
<TD>The Fund fair values certain of its Level 3 investments using prior transaction prices (acquisition cost), although the transaction may not have
occurred during the current reporting period. In such cases, 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. </TD></TR></TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">19<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_02-52352-bhl PAGE POSITION: 9 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>



<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments&nbsp;<BR></FONT><FONT color=gray STYLE="font-size:
10pt">February 28, 2013 (Unaudited)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B>(Percentages shown are based
on Net Assets)</B></FONT><BR></TD></TR></TABLE></DIV>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Asset-Backed
Securities</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ACAS CLO Ltd., Series 2012-1A, Class D, 5.58%, 9/20/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;1,507,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Anchorage Capital CLO Ltd., Series 2012-1A, Class B, 3.16%, 1/13/25 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,678,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Apidos CDO, Series 2012-11A, Class D, 4.74%, 1/17/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">676,013</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Atrium CDO Corp., Series 9A, Class D, 3.96%, 2/28/24 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">725,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Carlyle Global Market Strategies (a)(b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">CLO Ltd., Series 2012-4A, Class D, 4.89%, 1/20/25</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">701,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-1A, Class C, 4.29%, 2/14/25</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cavalry CLO Ltd., Series 2A, Class D, 4.38%, 1/17/24 (a)(b)(c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">486,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cent CLO LP, Series 2013-17A, Class C, 3.79%, 1/30/25 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">466,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.30%, 4/20/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">949,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Goldentree Loan Opportunities VI Ltd., Series 2012-6A, Class D, 4.50%, 4/17/22 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,541,165</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Highbridge Loan Management Ltd., Series 2012-1A, Class C, 5.71%, 9/20/22 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,509,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ING Investment Management (a)(b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-2A, Class D, 4.85%, 10/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,553,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-4A, Class C, 4.73%, 10/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">705,824</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">LCM XI LP, Series 11A, Class D2, 4.25%, 4/19/22 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,608,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Marea CLO Ltd., Series 2012-1A, Class D, 4.85%, 10/16/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,658,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Octagon Investment Partners XIV Ltd., Series 2012-1A, Class C, 4.56%, 1/15/24 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">921,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OZLM Funding Ltd., Class C (a)(b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-2A, 5.08%, 10/30/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">504,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-3A, 4.15%, 1/22/25</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">488,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Race Point VI CLO Ltd., Series 2012-6A, Class D, 4.79%, 5/24/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,085,320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Regatta Funding LP, Series 2013-2A, Class C, 4.80%, 1/15/25 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">482,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Symphony CLO Ltd., Class D (a)(b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-9A, 4.55%, 4/16/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,614,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-10A, 5.55%, 7/23/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,518,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">West CLO Ltd., Series 2012-1A, Class C, 5.05%, 10/30/23 (a)(b)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,385</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,402,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Asset-Backed Securities &#151; 4.2%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,036,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Common Stocks (d)</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Shares</B></DIV></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B></B>&nbsp;</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GEO Specialty Chemicals, Inc. (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">23,849</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,621</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Kcad Holdings I Ltd.</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">217,833,983</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,470,379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Electrical Equipment &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Medis Technologies Ltd.</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">260,833</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Metals &amp; Mining &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Euramax International</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">468</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">97,006</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Paper &amp; Forest Products &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ainsworth Lumber Co. Ltd. (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">318,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,005,266</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ainsworth Lumber Co. Ltd.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">558,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,772,072</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Western Forest Products, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">84,448</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">102,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,879,699</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 0.0%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">SunPower Corp.</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,860</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21,836</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Common Stocks</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Shares</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Value</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bankruptcy Management Solutions, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HMH Holdings/EduMedia</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">64,670</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,185,589</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,185,595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Common Stocks &#151; 1.0%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,670,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Corporate Bonds</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><B>Par (000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)</B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Airlines &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Airlines Pass-Through Trust, Series 2011-2, Class A, 8.63%, 10/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348,074</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Airlines Pass-Through Trust, Series 2012-3, Class C, 6.13%, 4/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">673,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 12/17/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">228,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,249,526</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 0.4%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Icahn Enterprises LP, 8.00%, 1/15/18</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,085</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,233,556</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Building Products &#151; 0.1%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Momentive Performance Materials, Inc., 8.88%, 10/15/20</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">685</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">702,981</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Capital Markets &#151; 0.0%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">E*Trade Financial Corp., 0.00%, 8/31/19 (a)(e)(f)</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">129</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">134,885</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">KKR Group Finance Co. LLC, 6.38%, 9/29/20 (a)</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">64,679</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">199,564</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 0.5%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GEO Specialty Chemicals, Inc., 7.50%, 3/31/15</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,559</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,666,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Services &amp; Supplies &#151; 0.3%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ARAMARK Corp., 3.80%, 2/01/15 (b)</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">275,415</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Aviation Capital Ltd., 7.00%, 10/17/16 (a)</DIV></FONT></TD>
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     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,292,962</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brickman Group Holdings, Inc., 9.13%, 11/01/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,624,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Communications Equipment &#151; 0.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc., 7.00%, 4/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">751,585</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group LLC/Zayo Capital, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.13%, 1/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,642,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.13%, 7/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,095</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,283,888</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,678,198</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Consumer Finance &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Inmarsat Finance Plc, 7.38%, 12/01/17 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,658,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Containers &amp; Packaging &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ardagh Packaging Finance Plc, 4.88%, 11/15/22 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">287,620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ally Financial, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 12/31/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">20</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2.49%, 12/01/14 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,954,908</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 9/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">193,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.00%, 11/01/31</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">452,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Issuer, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 10/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,207,437</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 2/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,393,088</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,222,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Telecommunication Services &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Lynx I Corp., 5.38%, 4/15/21 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">717,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Energy Equipment &amp; Services &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FTS International Services LLC/FTS International Bonds, Inc., 8.13%, 11/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">515,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tervita Corp., 8.00%, 11/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,045,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,560,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Equipment &amp; Supplies &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">DJO Finance LLC, 7.75%, 4/15/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">303,475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">20</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 1 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-52352-fra PAGE POSITION: 2 -->

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 12pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of
Investments&nbsp;(continued)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B>(Percentages shown are based
on Net Assets)</B></FONT><BR></TD></TR></TABLE>




<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Providers &amp; Services &#151; 1.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHS/Community Health Systems, Inc., 5.13%, 8/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,566</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;1,646,257</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HCA, Inc., 6.50%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,831,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">inVentiv Health, Inc., 9.00%, 1/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">820</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">854,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tenet Healthcare Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">215,963</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.88%, 7/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">621,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.50%, 4/01/21 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,139,119</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,308,889</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Technology &#151; 0.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">IMS Health, Inc., 12.50%, 3/01/18 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,265,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Hotels, Restaurants &amp; Leisure &#151; 0.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Operating Escrow LLC (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">291</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">287,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,368,675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Little Traverse Bay Bands of Odawa Indians, 9.00%, 8/31/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">948</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">910,080</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport LLC, 4.94%, 9/01/14 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,210,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tropicana Entertainment LLC, 9.63%, 12/15/14 (d)(g)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,776,418</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Durables &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beazer Homes USA, Inc., 6.63%, 4/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">844,312</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">United Rentals North America, Inc., 5.75%, 7/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">376,688</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,221,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Independent Power Producers &amp; Energy Traders &#151; 1.7%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp., 7.25%, 10/15/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,917</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,039,209</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Energy Future Intermediate Holding Co. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.00%, 12/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,571,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.00%, 12/01/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,257,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,868,021</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>IT Services &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">First Data Corp., 6.75%, 11/01/20 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,103,219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Media &#151; 1.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AMC Networks, Inc., 7.75%, 7/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">516,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Checkout Holding Corp., 11.47%, 11/15/15 (a)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">860</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">635,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc., 9.00%, 12/15/19 (a)(c)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">903</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">839,790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Worldwide Holdings, Inc. (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">829</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">866,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,357,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NAI Entertainment Holdings LLC, 8.25%, 12/15/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,220,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
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9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
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     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,436,245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Metals &amp; Mining &#151; 0.0%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">RathGibson, Inc., 11.25%, 2/15/14 (d)(g)</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 0.1%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EP Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">692,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Paper &amp; Forest Products &#151; 0.1%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Longview Fibre Paper &amp; Packaging, Inc., 8.00%, 6/01/16 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">685</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">719,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Management &amp; Development &#151; 0.2%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Realogy Corp., 7.63%, 1/15/20 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">823,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Wireless Telecommunication Services &#151; 1.3%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Digicel Group Ltd., 8.25%, 9/01/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">835</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">880,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">iPCS, Inc., 2.42%, 5/01/13 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,998,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sprint Nextel Corp. (a):</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 11/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,530</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,897,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 3/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,819,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,595,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Corporate Bonds &#151; 11.9%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">67,914,192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR><TD>&nbsp;</TD></TR><TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Aerospace &amp; Defense &#151; 1.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/24/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;2,249,094</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DynCorp International LLC, Term Loan B, 6.25%, 7/07/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,174</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,179,832</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The SI Organization, Inc., Term Loan B, 4.50%, 11/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,703</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,697,755</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spirit Aerosystems, Inc., Term Loan B, 3.75%, 4/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;1,594,622</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transdigm, Inc., Term Loan C, 4.00%, 2/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">901,692</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,622,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Airlines &#151; 2.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 3.56%, 9/16/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,425,089</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 4/20/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,152</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,187,969</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Northwest Airlines, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 2.32%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">586</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">545,566</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 2.32%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,063</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">989,653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 1.70%, 9/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">483</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">431,222</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 1.70%, 9/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">478</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">426,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Group, Inc., Term Loan, 2.70%, 3/21/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,559,690</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">11,565,947</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 3.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Autoparts Holdings Ltd., First Lien Term Loan, 6.50%, 7/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,864</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,880,446</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Federal-Mogul Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.14%, 12/29/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,669</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,274,638</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 2.14%, 12/28/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,351</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,185,492</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FleetPride Corp., First Lien Term Loan, 5.25%, 11/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,593,207</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goodyear Tire &amp; Rubber Co., Second Lien Term Loan, 4.75%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,033,806</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GPX International Tire Corp. (d)(g):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 12.25%, 3/30/12</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,097</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 13.00%, 3/30/12 (h)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Schaeffler AG, Term Loan B2, 6.00%, 1/27/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">224,944</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transtar Holding Co., First Lien Term Loan, 5.50%, 10/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,145</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,166,071</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UCI International, Inc., Term Loan B, 5.50%, 7/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,473,219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">20,831,823</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Biotechnology &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Grifols, Inc., Term Loan B, 4.25%, 6/01/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,695,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Building Products &#151; 1.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Armstrong World Industries, Inc., Term Loan B, 4.00%, 3/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,699</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,700,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CPG International, Inc., Term Loan, 5.75%, 9/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,627,982</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wilsonart International Holdings LLC, Term Loan B, 5.50%, 10/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,491,278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,820,245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Capital Markets &#151; 1.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Capital Holdings, Inc., Term Loan, 5.50%, 8/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,639</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,665,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HarbourVest Partners LLC, Term Loan B, 4.75%, 11/21/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,609</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,617,243</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nuveen Investments, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended First Lien Term Loan,<BR> 5.70%&#151;5.81%, 5/13/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,794</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,815,229</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan, 5.70%&#151;5.81%, 5/12/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,216</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,246,320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan, 7.25%, 5/13/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">442,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.25%, 2/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">599,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,386,142</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 5.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADS Waste Holdings, Inc., Term Loan B, 5.25%, 10/09/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,725,377</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Rock Salt Holdings LLC, Term Loan, 5.50%, 4/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,485,636</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chemtura Corp., Exit Term Loan B, 5.50%, 8/27/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,555</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,574,163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,091</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;2,108,557</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">21<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 2 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-52352-fra PAGE POSITION: 3 -->


<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 12pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of
Investments&nbsp;(continued)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B>(Percentages shown are based
on Net Assets)</B></FONT><BR></TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">General Chemical Corp., Term Loan, 5.00%&#151;5.75%, 10/06/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;1,506,031</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">INEOS US Finance LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3 Year Term Loan, 5.50%, 5/04/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">387</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6 Year Term Loan, 6.50%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,657,466</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MacDermid, Inc., Tranche C Term Loan, 2.31%, 4/11/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">929</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,211,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,492</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,484,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tronox Pigments (Netherlands) BV, Delayed Draw Term Loan B, 4.25%, 2/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,602</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,599,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univar, Inc., Term Loan B, 5.00%, 6/30/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,805</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,796,892</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Coatings Acquisition, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 2/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,580</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,659,881</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 2/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">850,652</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">32,054,238</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Banks &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Everest Acquisition LLC, Term Loan B1, 5.00%, 5/24/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,904,163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Services &amp; Supplies &#151; 4.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ACCO Brands Corp., Term Loan B, 4.25%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,654</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,673,564</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Altegrity, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 3.20%, 2/21/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,018,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Tranche D Term Loan, 7.75%, 2/20/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,351</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,350,581</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ARAMARK Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Synthetic LC, 3.46%, 7/26/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32,367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B, 3.45%, 7/26/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">701</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">705,074</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan C, 3.45%&#151;3.56%, 7/26/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">401,802</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Letter of Credit, 3.46%, 7/26/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46,369</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Finance Luxembourg Sarl:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 7/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,279</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,300,913</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 6/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,543</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,555,059</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delos Aircraft, Inc., Term Loan 2, 4.75%, 4/12/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,822,154</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Garda World Security Corp., Term Loan B, 4.50%, 11/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">708</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">714,868</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">KAR Auction Services, Inc., Term Loan B, 5.00%, 5/19/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,122</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,173,220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Progressive Waste Solutions Ltd., Term Loan B, 3.50%, 10/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,361,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Protection One, Inc., Term Loan, 5.75%, 3/21/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,442</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,462,915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WEST Corp., Term Loan B6, 5.75%, 6/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,005</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,013,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">25,632,548</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Communications Equipment &#151; 3.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alcatel-Lucent:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 6.25%, 7/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,929,959</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 7.25%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,321,135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 7.75%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,380,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Arris Group, Inc., Term Loan B, 3.50%, 2/07/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">768,314</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B3, 4.79%, 10/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">788</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">733,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B5, 8.00%, 3/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">523</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">525,763</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CommScope, Inc., Term Loan, 4.25%, 1/12/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,092</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,105,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Riverbed Technology, Inc., Term Loan, 4.00%, 12/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,749,463</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telesat Canada, Term Loan A, 4.40%, 3/24/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">CAD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,381,818</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group, LLC, Term Loan B, 5.25%, 7/12/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,259</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,279,818</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">22,175,711</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Construction &amp; Engineering &#151; 1.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BakerCorp International, Inc., Term Loan, 5.00%, 2/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,704</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,708,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Centaur LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 8.75%, 2/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,501,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.75%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,248,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Safway Services LLC, First Out Term Loan, 9.00%, 12/16/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,400,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,858,335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>


<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Construction Materials &#151; 2.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HD Supply, Inc., Senior Debt B, 4.50%, 10/12/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;11,159,228</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Consumer Finance &#151; 0.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Springleaf Financial Funding Co., Term Loan, 5.50%, 5/10/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,646,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Containers &amp; Packaging &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Sealed Air Corp., Term Loan, 4.00%, 10/03/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,678,729</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Distributors &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crossmark Holdings, Inc., Term Loan, 4.50%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,030</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,030,432</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">VWR Funding, Inc., Extended Term Loan B, 4.54%, 4/03/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,218,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,249,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Consumer Services &#151; 2.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bright Horizons Family, Inc., Term Loan B, 4.00%, 1/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,839,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Coinmach Service Corp., Term Loan B, 3.21%, 11/20/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,964</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,852,144</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Education Management LLC, Term Loan C3, 8.25%, 3/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">408,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Laureate Education, Inc., Extended Term Loan, 5.25%, 6/18/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,024,102</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ServiceMaster Co., Term Loan, 2.70%, 4/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,810</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,797,073</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weight Watchers International, Inc., Term Loan F, 4.00%, 3/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,514</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,519,447</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">16,440,492</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 1.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Holdings Inc., Dollar Term Loan, 4.75%, 9/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,189</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,257,819</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telesat LLC, Term Loan B, 4.25%, 3/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">781</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">786,543</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WMG Acquisition Corp., Term Loan, 5.25%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,618,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,662,362</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Telecommunication Services &#151; 4.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Consolidated Communications, Inc., Term Loan B3, 5.25%, 12/31/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,957,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hawaiian Telcom Communications, Inc., Term Loan B, 7.00%, 2/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,809,802</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Integra Telecom, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.75%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,094,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 9.25%, 2/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,062,440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Financing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2016 Term Loan B, 4.75%, 2/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,552,066</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2019 Term Loan B, 5.25%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,710</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,737,669</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,892,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Syniverse Holdings, Inc., Delayed Draw Term Loan, 4.00%, 4/23/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,997,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Telepacific Corp., Term Loan B, 5.75%, 2/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,091,504</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">28,195,681</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=12><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Electronic Equipment, Instruments &amp; Components &#151; 0.4%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CDW LLC, Extended Term Loan, 4.00%, 7/14/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,193,745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Flextronics International Ltd., Delay Draw:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A-2, 2.45%, 10/01/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A-3, 2.45%, 10/01/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,478</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,218,613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Energy Equipment &amp; Services &#151; 2.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dynegy Midwest Generation LLC, Coal Co. Term Loan, 9.25%, 8/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,174</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,243,571</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dynegy Power LLC, Gas Co. Term Loan, 9.25%, 8/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,873</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,987,911</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MEG Energy Corp., Term Loan B, 3.75%, 3/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,172</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,182,868</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tervita Corp., Term Loan, 6.50%, 5/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,980</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,990,217</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unifrax Corp., Term Loan, 4.25%, 11/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">971,379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,375,946</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">22</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 3 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-52352-fra PAGE POSITION: 4 -->

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 12pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of
Investments&nbsp;(continued)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B>(Percentages shown are based
on Net Assets)</B></FONT><BR></TD></TR></TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Food &amp; Staples Retailing &#151; 2.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Boots Holdings Ltd., Term Loan B1, 3.49%, 7/09/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;4,828,748</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pilot Travel Centers LLC, Term Loan B2, 4.25%, 8/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;2,133,859</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rite Aid Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 5.75%, 7/07/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,063,691</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan 6, 4.00%, 2/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">876,689</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Supervalu, Inc., Term Loan B, 6.25%, 2/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,295,537</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">11,198,524</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Food Products &#151; 2.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AdvancePierre Foods, Inc., Term Loan, 5.75%, 7/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,388,768</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Del Monte Foods Co., Term Loan, 4.50%, 3/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,758,336</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Michael Foods Group, Inc., Term Loan, 4.25%, 2/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">658,559</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pinnacle Foods Finance LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B, 3.70%, 10/03/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">183,367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan E, 4.75%, 10/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,288,014</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Solvest Ltd. (Dole):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 5.03%, 7/06/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,110,738</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C-2, 5.00%&#151;6.00%, 7/06/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,986</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,987,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,375,422</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Equipment &amp; Supplies &#151; 4.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bausch &amp; Lomb, Inc., Term Loan B, 5.25%, 5/17/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,786</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,828,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Biomet, Inc., Extended Term Loan B, 3.95%&#151;4.06%, 7/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,914</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,927,587</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BSN Medical Acquisition Holding GmbH, Term Loan B1A, 5.00%, 8/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,680</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,686,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capital Safety North America Holdings, Inc., Term Loan, 4.50%, 1/21/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,553</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,553,263</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DJO Finance LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B2, 5.20%, 11/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">859,722</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 6.25%, 9/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,607,623</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hologic, Inc., Term Loan B, 4.50%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,867</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,920,770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IASIS Healthcare LLC, Term Loan B2, 4.50%, 5/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">438</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440,172</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Immucor, Inc., Term Loan B1, 5.75%, 8/18/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,585,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">LHP Hospital Group, Inc., Term Loan, 9.00%, 7/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">951,257</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">26,360,951</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Providers &amp; Services &#151; 5.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Renal Holdings Co., Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 4.50%, 8/14/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,882,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.50%, 2/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,795</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,790,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,175,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHG Buyer Corp., First Lien Term Loan, 5.00%, 11/22/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,974</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,996,766</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ConvaTec, Inc., Term Loan, 5.00%, 12/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,517</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,543,033</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DaVita, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 10/20/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,871</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,899,137</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B2, 4.00%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,764,709</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Emergency Medical Services Corp., Term Loan, 4.00%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,761,843</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genesis HealthCare Corp., Term Loan B, 10.00%&#151;10.75%, 10/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">949</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">929,763</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harden Healthcare LLC:</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Add on Term Loan A, 7.75%, 3/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,807</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,768,944</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A, 8.50%, 3/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,092</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,082,345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HCA, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B3, 3.45%, 5/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,143,764</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Tranche B-2 Term Loan, 3.56%, 3/31/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">827</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">830,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">inVentiv Health, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Combined Term Loan, 7.50%, 8/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">708</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">696,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B-3, 7.75%, 5/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,086,460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Providers &amp; Services (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Medpace, Inc., Term Loan, 6.50%&#151;7.25%, 6/16/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;2,294,282</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Renal Care, Inc., First Lien Term Loan, 6.25%, 7/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,244</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,274,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vanguard Health Holding Co. II LLC (Vanguard Health Systems, Inc.), Term Loan B, 5.00%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">267,642</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">32,189,419</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Technology &#151; 1.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IMS Health, Inc., Tranche B Term Loan, 3.75%, 8/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,242,612</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinetic Concepts, Inc., Term Loan C1, 5.50%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,988</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,036,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MedAssets, Inc., Term Loan B, 4.00%, 12/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,252,259</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,531,597</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Hotels, Restaurants &amp; Leisure &#151; 7.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alpha D2 Ltd., Extended Term Loan B2, 6.00%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,809</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,844,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Boyd Gaming Corp., Incremental Term Loan, 6.00%, 12/17/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,648</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,660,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 9.25%, 4/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,389</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,416,780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 3.20%, 1/28/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,592</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,583,711</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Golden Living, Term Loan, 5.00%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,638</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,569,269</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harrah&#146;s Property Co., Mezzanine Term Loan, 3.69%, 2/13/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,800,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MGM Resorts International, Term Loan B, 4.25%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,408,755</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OSI Restaurant Partners, LLC, Term Loan B, 4.75%, 10/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,556,538</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabre, Inc., Term Loan B, 5.25%, 2/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,408,999</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SeaWorld Parks &amp; Entertainment, Inc., Term Loan B, 4.00%, 8/17/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,867</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,874,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Six Flags Theme Parks, Inc., Term Loan B, 4.00%&#151;5.25%, 12/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,331,978</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Station Casinos, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2011 Term Loan B2, 6.25%, 6/17/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">465</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">461,127</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.50%, 9/27/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,436</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,456,422</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.50%, 2/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,323,998</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B1, 3.20%, 6/17/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,532</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,544,935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Twin River Worldwide Holdings, Inc., Term Loan, 8.50%, 11/05/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,429,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wendy&#146;s International, Inc., Term Loan B, 4.75%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,698</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,737,549</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">43,408,779</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Products &#151; 1.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Prestige Brands, Inc., Term Loan, 5.25%&#151;6.25%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,059,074</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spectrum Brands, Inc., Term Loan, 4.50%, 12/17/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,190,011</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,249,085</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=12><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Independent Power Producers &amp; Energy Traders &#151; 0.7%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The AES Corp., Term Loan, 4.25%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,073</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,084,380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp., Term Loan B1, 4.50%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">935,745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,020,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Industrial Conglomerates &#151; 1.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Sequa Corp., Term Loan B, 5.25%, 6/19/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,503</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,577,133</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Insurance &#151; 1.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliant Holdings I, Inc., Term Loan B, 5.00%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,853,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asurion LLC, Term Loan B1, 5.50%, 5/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,348,928</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNO Financial Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-1, 4.25%, 9/28/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,710</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,722,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 5.00%, 9/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,342</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,364,205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cunningham Lindsey Group, Inc., Term Loan B, 5.00%, 12/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,620,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,909,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">23<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 4 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-52352-fra PAGE POSITION: 5 -->

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 12pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of
Investments&nbsp;(continued)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B>(Percentages shown are based
on Net Assets)</B></FONT><BR></TD></TR></TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Internet Software &amp; Services &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Web.com Group, Inc., Term Loan B, 5.50%, 10/27/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;2,297,669</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>IT Services &#151; 5.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CCC Information Services, Inc., Term Loan, 5.25%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">935,580</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian Corp., Extended Term Loan, 5.95%, 5/09/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,118</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,163,321</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">First Data Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Add-on Term Loan, 5.20%, 9/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,318,956</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended 2018 Term Loan B, 4.20%, 3/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,465,416</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genpact International, Inc., Term Loan B, 4.25%, 8/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,521</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,556,387</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">InfoGroup, Inc., Term Loan, 5.75%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,127</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,021,574</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">iPayment, Inc., Term Loan B, 5.75%, 5/08/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">409</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">411,303</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Data Systems, Inc., Term Loan D, 4.50%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,579,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TransUnion LLC, Term Loan B, 5.50%, 2/12/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,519</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,551,588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">33,003,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Leisure Equipment &amp; Products &#151; 0.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Eastman Kodak Co., DIP Term Loan B, 8.50%, 7/19/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">831</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">830,690</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EB
Sports Corp., Term Loan, 11.50%, 12/31/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">560,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FGI Operating Co. LLC, Term Loan, 5.50%, 4/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,785,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,176,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Life Sciences Tools &amp; Services &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Patheon, Inc., Term Loan, 7.25%, 12/06/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,207</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,220,553</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Machinery &#151; 2.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Laundry Systems LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.50%, 12/07/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,024,141</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.50%, 12/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">573</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">582,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dematic S.A., Term Loan, 5.25%, 12/27/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,465</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,481,171</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelligrated, Inc., First Lien Term Loan, 4.50%, 7/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,995,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rexnord LLC, Term Loan B, 4.50%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,411</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,419,580</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Silver II US Holdings LLC, First Lien Term Loan, 4.75%, 12/05/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,845</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,845,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Terex Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 4.50%, 4/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,618</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,643,799</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.00%, 4/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">349,079</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wabash National Corp., Term Loan B, 6.00%, 5/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,262</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,277,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">15,617,532</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Media &#151; 15.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AMC Entertainment, Inc., Term Loan B3, 3.75%, 2/22/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,411</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,420,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BBHI Acquisition LLC, Term Loan B, 4.50%, 12/14/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,681</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,695,379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capsugel Holdings US, Inc., Term Loan B, 4.75%, 8/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,399,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Catalina Marketing Corp., Extended Term Loan B, 5.70%, 9/29/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,217</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,219,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cengage Learning Acquisitions, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Non-Extended Term Loan, 2.71%, 7/03/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">785</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">614,010</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Tranche 1 Incremental, 7.50%, 7/03/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,364,715</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Charter Communications Operating LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan C, 3.46%, 9/06/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,219,719</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 4.00%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,286</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,294,959</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clarke American Corp., Term Facility B, 2.70%, 6/30/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">326,387</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.85%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,457</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,522,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.85%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">612,984</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cumulus Media, Inc., First Lien Term Loan, 4.50%, 9/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,627</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,651,252</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">EMI Music Publishing Ltd., Term Loan B, 5.50%, 6/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,986,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>


<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Media (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Foxco Acquisition Sub LLC, Term Loan B, 5.50%, 7/14/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,042</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;3,077,362</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,252,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gray Television, Inc., Term Loan B, 4.75%, 10/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,685</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,710,359</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Houghton Mifflin Harcourt Publishing Co., DIP Term Loan B, 7.25%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,891</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,900,166</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hubbard Broadcasting, Term Loan B, 4.50%, 4/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,625,722</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Jackson Holdings SA, Term Loan B1, 4.50%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,070,655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interactive Data Corp., Term Loan B, 3.75%, 2/11/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,841</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,849,294</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kabel Deutschland GmbH, Term Loan F1, 3.50%, 2/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,325,345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lavena Holding 4 GmbH:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.62%, 3/06/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,171,098</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.00%, 3/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">392,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NEP Supershooters LP:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.25%, 1/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,454,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.50%, 8/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,025,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 1/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,453,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nielsen Finance LLC, Class B Term Loan, 3.95%, 5/02/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,763,264</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sinclair Television Group, Inc., Term Loan B, 4.00%, 10/28/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,487</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,491,415</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univision Communications, Inc., Extended Term Loan, 4.45%, 3/31/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,348,078</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UPC Broadband Holding BV, Term Loan U, 4.12%, 12/29/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">914</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,192,280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UPC Financing Partnership, Term Loan T, 3.70%, 12/30/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">348</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">349,148</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Media Investment Holdings Ltd., Term Loan B, 4.50%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,291,576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Media Investment Holdings Ltd., Term Loan B, 3.50%, 2/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,085</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,060,613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">WC
Luxco Sarl, Term Loan B-3, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">763</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">769,833</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weather Channel, Term Loan B, 4.25%, 2/13/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,812,810</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WideOpenWest Finance LLC, First Lien Term Loan, 6.25%, 7/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,254</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,280,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">86,994,581</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Metals &amp; Mining &#151; 4.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ameriforge Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.00%, 12/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,655,383</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.75%, 12/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">826,206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Constellium Holdco BV, Term Loan B, 9.25%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,249</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,293,674</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FMG America Finance, Inc., Term Loan, 5.25%, 10/18/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,975,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Metals USA, Inc., Term Loan, 6.25%, 11/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,980</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,982,475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Novelis, Inc., Term Loan, 4.00%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,026</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,030,610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunCoke Energy, Inc., Term Loan B, 4.00%, 7/26/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">577,787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Walter Energy, Inc., Term Loan B, 5.75%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,981,013</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,899,095</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">27,221,543</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Multiline Retail &#151; 2.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT:
-10px">99&cent; Only Stores, Term Loan, 5.25%, 1/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,007</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,020,741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Apex Tool Group, LLC, Term Loan B, 4.50%, 1/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,135,769</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BJ&#146;s Wholesale Club, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.75%, 9/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,801,622</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.75%, 3/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,270,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dollar General Corp., Tranche B-2 Term Loan, 2.95%, 7/07/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,248,461</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">24</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 5 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-52352-fra PAGE POSITION: 6 -->

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 12pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of
Investments&nbsp;(continued)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B>(Percentages shown are based
on Net Assets)</B></FONT><BR></TD></TR></TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Multiline Retail (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HEMA Holding BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 5.12%, 1/05/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;1,659,615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.12%, 7/06/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">596</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">740,329</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 2.87%, 7/05/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">596</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">744,218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Neiman Marcus Group, Inc., Extended Term Loan, 4.00%, 5/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;2,619,135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,240,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 4.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chesapeake Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,373,828</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gibson Energy ULC, Term Loan B, 4.75%, 6/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,323</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,353,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,011,182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Plains Exploration &amp; Production, 7-Year Term Loan B, 4.00%, 11/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,906,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Samson Investment Co., Second Lien Term Loan, 6.00%, 9/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,297,053</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tesoro Corp., Term Loan B, 2.55%, 1/30/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,385,694</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vantage Drilling Co., Term Loan, 6.25%, 10/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,653</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,681,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">23,009,336</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Pharmaceuticals &#151; 4.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aptalis Pharma, Inc., Term Loan B, 5.50%, 2/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,874</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,883,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Par Pharmaceutical, Term Loan B, 5.00%, 9/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,696</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,688,605</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pharmaceutical Product Development, Inc., Term Loan B, 4.25%, 12/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,095,631</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Quintiles Transnational Corp., Term Loan B, 4.50%, 6/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,667,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RPI Finance Trust, Incremental Tranche 2, 4.00%, 11/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">401</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">405,391</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Valeant Pharmaceuticals International, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, Tranche B, 3.50%, 12/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,710,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series D, Tranche B, 3.50%, 2/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,970</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,982,541</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Warner Chilcott Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Incremental Term Loan B-1, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">421</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">425,251</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-1, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,119,757</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">343</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">346,185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">27,324,696</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Professional Services &#151; 1.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Booz Allen Hamilton, Inc., Term Loan B, 4.50%, 7/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,813</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,837,563</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Emdeon, Inc., Term Loan B1, 5.00%, 11/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,544</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,585,728</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">ON
Assignment, Inc., Term Loan B, 5.00%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">993,930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Truven Health Analytics, Inc., Term Loan B, 5.75%, 6/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,632</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,656,461</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,073,682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Investment Trusts (REITs) &#151; 0.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">iStar Financial, Inc., Term Loan, 4.50%, 9/28/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,197</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,198,915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Management &amp; Development &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Realogy Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Letter of Credit Loan, 4.46%, 10/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">249,847</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Synthetic Letter of Credit, 3.23%, 10/10/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">93</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">92,369</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan, 4.42%, 10/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,541</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,539,391</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,881,607</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Road &amp; Rail &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genesee &amp; Wyoming, Inc., Term Loan A, 2.70%, 10/02/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,183</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,183,115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Road Infrastructure Investment LLC, Term Loan B, 6.25%, 3/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,022</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,024,831</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,207,946</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=12><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 1.8%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freescale Semiconductor, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B, 4.45%, 12/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,732</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,731,921</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 5.00%, 3/20/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,080</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,063,680</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>


<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=12><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Semiconductors &amp; Semiconductor Equipment (concluded)</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NXP BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A-2, 5.50%, 3/03/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;1,678,367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 4.75%, 1/11/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,845</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,873,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,347,215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software &#151; 3.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Blackboard, Inc., Term Loan B, 6.25%, 10/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">497</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500,674</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GCA Services Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.25%, 10/22/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">965,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,920,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Infor US, Inc., Term Loan B2, 5.25%, 4/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,761</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,845,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kronos, Inc., Second Lien Term Loan, 9.75%, 4/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,505</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,565,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">RP
Crown Parent, LLC, First Lien Term Loan, 6.75%, 12/21/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,565</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,587,505</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sophia LP, Term Loan B, 6.25%, 7/19/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,757</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,777,602</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SS&amp;C Technologies, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-1, 5.00%, 6/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,585</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,616,229</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 5.00%, 6/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">371</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">374,093</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">21,151,654</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Specialty Retail &#151; 6.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Academy Ltd., Term Loan, 4.75%, 8/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,465</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,505,122</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bass Pro Group LLC, Term Loan, 4.00%, 11/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,714,526</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Burlington Coat Factory Warehouse Corp., Term Loan B1, 5.50%, 2/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">625,911</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">David&#146;s Bridal, Inc., Term Loan B, 5.00%, 10/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,030,898</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Equinox Fitness Clubs, First Lien Term Loan, 5.50%, 11/16/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,984,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Gymboree Corp., Initial Term Loan, 5.00%, 2/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">161</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">154,237</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harbor Freight Tools USA, Inc., Term Loan B, 5.50%, 11/14/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,014,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Jo-Ann Stores, Inc., Term Loan, 4.75%, 3/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,273</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,275,234</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Leslie&#146;s Poolmart, Inc., Term Loan B, 2.00%&#151;5.25%, 10/16/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,240,306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Michaels Stores, Inc., Term Loan, 4.25%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,484,935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Party City Holdings, Inc., Term Loan B, 5.75%, 7/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,995,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">PETCO Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,269</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,299,701</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Things Remembered, Inc., Term Loan B, 8.00%, 5/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,346,076</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Toys &lsquo;R&#146; Us Delaware, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B2, 5.25%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">787,799</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B3, 5.25%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">393,923</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Yankee Candle Co., Inc., Term Loan B, 5.25%, 4/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,269</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,281,180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">39,134,923</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Textiles, Apparel &amp; Luxury Goods &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,005</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,044,785</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">PVH Corp., Term Loan B, 3.25%, 12/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,844,677</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wolverine Worldwide, Inc., Term Loan B, 4.00%, 7/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,154</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,170,306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,059,768</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Thrifts &amp; Mortgage Finance &#151; 0.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Insight Global, Inc., First Lien Term Loan, 6.00%, 10/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,960</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,964,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ocwen Financial Corp., Term Loan, 5.00%, 1/22/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,664,872</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,629,772</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Trading Companies &amp; Distributors &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">WESCO Distribution, Inc., Term Loan B, 4.50%, 12/12/19</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,225,220</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Wireless Telecommunication Services &#151; 2.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cricket Communications, Inc., Term Loan, 4.75%, 10/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,141,683</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">25<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 6 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-52352-fra PAGE POSITION: 7 -->

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 12pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of
Investments&nbsp;(continued)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B>(Percentages shown are based
on Net Assets)</B></FONT><BR></TD></TR></TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Floating Rate Loan Interests (b)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Wireless Telecommunication Services (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MetroPCS Wireless, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-3, 4.00%, 3/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">286</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Tranche B-2 Term Loan, 4.07%, 11/03/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,933</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,938,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vodafone Americas Finance 2, Inc. (h):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 6.88%, 8/11/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,987,801</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 6.25%, 7/11/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,238</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,271,531</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">11,626,356</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Floating Rate Loan Interests &#151; 132.2%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">755,638,742</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Other Interests (i)</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD ALIGN="RIGHT" COLSPAN=7 STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;<B>Beneficial <BR>
Interest <BR>
(000)</B></FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Intermet Liquidating Trust, Class A</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">256</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Wellman Holdings, Inc., Litigation Trust Certificate (d)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">98</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">J.G. Wentworth LLC Preferred Equity Interests (d)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,072,295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Hotels, Restaurants &amp; Leisure &#151; 0.0%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Buffets, Inc. (d)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Durables &#151; 0.3%</B></DIV></FONT></TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Stanley Martin, Class B Membership Units (d)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,731,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Other Interests &#151; 0.5%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,803,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Trust Preferreds<BR></B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B>Shares</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GMAC Capital Trust I, Series 2, 8.13%, 2/15/40 (b)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">54,780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;1,448,916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Warrants (j)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR>
Shares</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GEO Specialty Chemicals, Inc., (Expires 3/31/15)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">143,928</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HMH Holdings/EduMedia, (Issued/Exercisable 3/09/10, 19 Shares for 1 Warrant, Expires 6/22/19, Strike Price
$42.27)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,406</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Warrants &#151; 0.0%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Long-Term Investments<BR> (Cost &#151; $853,488,660) &#151; 150.0%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">857,521,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Short-Term Securities</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.10% (k)(l)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,430,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,430,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Short-Term Securities (Cost &#151; $14,430,590) &#151; 2.5%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,430,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Options Purchased<BR> </B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>(Cost &#151; $43,022) &#151; 0.0%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Investments (Cost &#151; $867,962,272) &#151; 152.5%</B></DIV></FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">871,952,214</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities in Excess of Other Assets &#151; (52.5)%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(300,294,664</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Assets &#151; 100.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">571,657,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 2pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Notes to Schedule of Investments</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(a)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">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.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(b)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Variable rate security. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(c)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">When-issued security. Unsettled when-issued transactions were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Counterparty<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Appreciation</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bank of America Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">176,356</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,670</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Citigroup Global Markets, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">663,434</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,806</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Deutsche Bank Securities, Inc</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">486,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">97</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(d)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Non-income producing security.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(e)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Convertible security.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(f)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents a zero-coupon bond. Rate shown reflects the current yield as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(g)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(h)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(i)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(j)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">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.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(k)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Investments in issuers considered to be an affiliate of the Fund during the six months ended February 28, 2013, for purposes of
Section 2(a)(3) of the 1940 Act, were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Affiliate<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Shares<BR> Held at<BR> August 31,
2012</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Net<BR> Activity</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Shares<BR> Held at<BR> February 28,
2013</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Income</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BlackRock Liquidity Funds, TempFund, Institutional Class</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,779,337</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,651,253</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,430,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,622</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">26</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 7 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-52352-fra PAGE POSITION: 8 -->

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 12pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of
Investments&nbsp;(continued)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B></B></FONT><BR></TD></TR></TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(l)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents the current yield as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Foreign currency exchange contracts as of February 28, 2013 were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD COLSPAN="8" NOWRAP STYLE="border-top: Black 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Currency
Purchased<BR></B></B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD COLSPAN="8" STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"></FONT> <FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Currency Sold</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Counterparty</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;<HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="4" STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Settlement<BR> Date</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Appreciation<BR>
(Depreciation)</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CAD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">292,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">289,532</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Bank of America Corp.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">4/17/13</DIV></FONT></TD>
     <TD STYLE="text-align: center">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(6,674</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CAD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">384,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">378,335</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citigroup, Inc.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">4/17/13</DIV></FONT></TD>
     <TD STYLE="text-align: center">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(6,356</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,173,973</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CAD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,118,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">4/17/13</DIV></FONT></TD>
     <TD STYLE="text-align: center">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">184,889</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,629,549</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">GBP</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,890,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">4/17/13</DIV></FONT></TD>
     <TD STYLE="text-align: center">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">246,299</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">426,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">558,241</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citigroup, Inc.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">4/23/13</DIV></FONT></TD>
     <TD STYLE="text-align: center">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,872</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,959,297</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,470,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BNP Paribas SA</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">4/23/13</DIV></FONT></TD>
     <TD STYLE="text-align: center">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39,434</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,075,729</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">EUR</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,306,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Citigroup, Inc.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">4/23/13</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid; text-align: center">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">145,937</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="text-align: center">&nbsp;</DIV></FONT></TD>
     <TD STYLE="text-align: center">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">601,657</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Over-the-counter options purchased as of February 28, 2013 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Description<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Counterparty</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Put/<BR> Call</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP COLSPAN="3" STYLE="border-top: Black 1px solid; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Strike<BR> Price</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Expiration<BR> Date</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Contracts</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Market<BR> Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Marsico Parent Superholdco LLC</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Call</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">942.86</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">12/14/19</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">44</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD> <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Credit default swaps &#151; sold protection outstanding as of February 28, 2013 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Issuer<BR></B></B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Receive<BR> Fixed<BR> Rate</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Counterparty</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Expiration<BR> Date</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Credit&nbsp;<BR> Rating<SUP>1</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="4" NOWRAP STYLE="border-top: Black 1px solid; text-align: center; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Notional<BR> Amount<BR> (000)<SUP>2</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN=3 NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Appreciation<BR>
(Depreciation)</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">JPMorgan Chase &amp; Co.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/20/15</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">149</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,163</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">JPMorgan Chase &amp; Co.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/20/15</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">597</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">67,140</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">JPMorgan Chase &amp; Co.</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/20/15</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">538</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">90,709</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Plc</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/20/15</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,112</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96,600</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.00%</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Plc</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/20/16</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CCC</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">99,546</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Caesars Entertainment Operating Co., Inc.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">5.00%</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">3/20/17</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">CCC</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">389</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,961</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">369,197</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</SUP></TD>
<TD>Using S&amp;P&#146;s rating of the issuer. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>2</SUP></TD>
<TD>The maximum potential amount the Fund may pay should a negative
credit event take place as defined under the terms of the agreement.</TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">For Fund compliance purposes, the Fund&#146;s industry classifications refer to any one or more of the industry sub-classifications
used by one or more widely recognized market indexes or ratings 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.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Fair Value Measurements &#151; 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 consolidated
financial statement purposes as follows:</DIV></FONT></TD>
</TABLE>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 1 &#151; unadjusted price quotations in active markets/exchanges for identical assets and liabilities that the Fund has the
ability to access</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 2 &#151; 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)</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 3 &#151; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are
not available (including the Fund&#146;s own assumptions used in determining the fair value of investments and derivative financial
instruments)</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">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 level in the fair value hierarchy within which the fair value measurement falls in its entirety
is determined based on the lowest level input that is significant to the fair value measurement in its entirety.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In
accordance with the Fund&#146;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&#146;s policy regarding valuation of investments and derivative financial instruments and other
significant accounting policies, please refer to Note 1 of the Notes to Consolidated Financial Statements.</DIV></FONT></TD>
<!-- table_boopfix mode="frill" -->
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">27<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 8 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-52352-fra PAGE POSITION: 9 -->

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 12pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of
Investments&nbsp;(continued)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT><BR><FONT STYLE="font-size: 8pt; color: gray"><B></B></FONT><BR></TD></TR></TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">The following tables summarize the Fund&#146;s investments and derivative financial instruments categorized in the disclosure hierarchy as of February 28, 2013:</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 60%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 1</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 2</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 3</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Long-Term Investments<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Asset-Backed Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,036,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,036,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Common Stocks</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,896,270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,287,861</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,486,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,670,139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Corporate Bonds</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">64,338,072</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,576,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">67,914,192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">695,100,484</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">60,538,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">755,638,742</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Other Interests </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,803,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,803,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Preferred Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,448,916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,448,916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Warrants</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Short-Term Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,430,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,430,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Unfunded Commitments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
17,775,776</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;761,727,194</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">92,450,021</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">871,952,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 60%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 1</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 2</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" STYLE="border-top: Black 1px solid; text-align: center; padding-top: 6pt; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 3</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Derivative Financial Instruments<SUP>1<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Credit contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">372,158</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">372,158</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency exchange contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">616,559</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">616,559</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Credit contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,961</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,961</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency exchange contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(14,902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(14,902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">970,854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">970,854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</SUP></TD>
<TD>Derivative financial instruments are swaps and foreign currency exchange contracts. Swaps and foreign currency exchange contracts are valued at the
unrealized appreciation/depreciation on the instrument. </TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Certain of the Fund&#146;s assets and liabilities are held at carrying amount, which approximates fair value for financial statement
purposes. As of February 28, 2013, such assets and liabilities are categorized within the disclosure hierarchy as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 60%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 1</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 2</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" STYLE="border-top: Black 1px solid; text-align: center; padding-top: 6pt; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 3</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,844,191</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,844,191</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency at value</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash pledged as collateral for swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">620,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">620,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Loans payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(208,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(208,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;2,476,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
(208,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="10%" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(205,523,274</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">There were no transfers between Level 1 and Level 2 during the six months ended February 28, 2013.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">A reconciliation of Level 3 investments is presented when the Fund had a significant amount of Level 3 investments 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 to determine fair value:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 30%; text-align: center; border-top: Black 1px solid"><FONT STYLE="font-size: 8pt"><HR SIZE=1 NOSHADE
     COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT STYLE="font-size: 8pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT STYLE="font-size: 8pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Asset-Backed</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Securities</B></FONT><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Common</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Stocks</B></FONT><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Corporate</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Bonds</B></FONT><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Floating
     Rate</B></FONT><FONT STYLE="font-size: 8pt"><BR><FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B> Loan Interests</B></FONT><HR
SIZE=1
     NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" STYLE="border-top: Black 1px solid; text-align: center; padding-top: 6pt"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Other</B></FONT><FONT STYLE="font-size: 8pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Interests</B></FONT><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Warrant</B></FONT><FONT STYLE="font-size: 8pt"><HR
     SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif"><B>Total</B></FONT><FONT STYLE="font-size: 8pt"><HR
     SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8pt"><B>Assets:</B><BR></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="margin-left: 10px; text-indent: -10px"><FONT STYLE="font-size: 8pt">Opening Balance, as of August 31, 2012</FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">7,043,642</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,034</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,355,204</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">23,180,519</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">835,765</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">33,421,164</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="margin-left: 10px; text-indent: -10px"><FONT STYLE="font-size: 8pt">Transfers into Level 3<SUP>2</SUP></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,481,543</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,481,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="margin-left: 10px; text-indent: -10px"><FONT STYLE="font-size: 8pt">Transfers out of Level 3<SUP>3</SUP></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(6,684,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(6,684,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="margin-left: 10px; text-indent: -10px"><FONT STYLE="font-size: 8pt">Accrued discounts/premiums</FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">47,027</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">46,401</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">122,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">216,338</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="margin-left: 10px; text-indent: -10px"><FONT STYLE="font-size: 8pt">Net
                                                                                                   realized gain (loss)</FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">270,089</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">291,984</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(329,303</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">232,770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="margin-left: 10px; text-indent: -10px"><FONT STYLE="font-size: 8pt">Net
                                                                                                   change in unrealized appreciation/depreciation<SUP>4</SUP></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,475,295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(5,449,635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(565,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,497,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1,280,852</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,279</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(4,313,929</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="margin-left: 10px; text-indent: -10px"><FONT STYLE="font-size: 8pt">Purchases</FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">19,166,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">6,929,394</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,200,581</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">49,060,785</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4,372,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">82,729,562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="margin-left: 10px; text-indent: -10px"><FONT STYLE="font-size: 8pt">Sales</FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(3,966,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1,752,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(12,790,491</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(1,123,302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">(19,632,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8pt"><B>Closing Balance, as of February 28, 2013</B><BR></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 8pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">24,036,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">1,486,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">3,576,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">60,538,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">2,803,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">9,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'><FONT STYLE="font-size: 8pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">92,450,021</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 8pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>2</SUP></TD>
<TD>As of August 31, 2012, the Fund used observable inputs in determining the value of certain investments. As of February 28, 2013, the Fund used
significant unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of
$6,684,789 transferred from Level 2 to Level 3 in the disclosure hierarchy. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>3</SUP></TD>
     <TD STYLE="text-align: left">As of August 31, 2012, the Fund used significant unobservable
inputs in determining the value of certain investments. As of February 28, 2013, the Fund used observable inputs in determining the value of the same
investments. As a result, investments with a beginning of period value of $6,481,544 transferred from Level 3 to Level 2 in the disclosure
hierarchy.</TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>4</SUP></TD>
     <TD STYLE="text-align: left">Included in the related net change in unrealized
appreciation/depreciation in the Statement of Operations. The change in unrealized appreciation/depreciation on investments still held as of February
28, 2013 was $(3,374,156).</TD>
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">28</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 9 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_03-52352-fra PAGE POSITION: 10 -->

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD NOWRAP STYLE="text-align: left; font-size: 12pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of
Investments&nbsp;(concluded)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP>
<FONT STYLE="color: gray"><B>BlackRock Floating Rate Income Strategies Fund, Inc. (FRA)</B></FONT></TD></TR></TABLE>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">The following table summarizes the valuation techniques used and unobservable inputs developed by the Global Valuation Committee to determine the value of certain of the Fund&#146;s Level 3 investments as of February 28, 2013. The table does not include Level 3 investments with values derived utilizing third party pricing information without adjustment. A significant change in third party pricing information could result in a significantly lower or higher value of such Level 3 investments. The value of Level 3 investments derived using third party pricing information is $77,534,994.</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Valuation Techniques<BR></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="LEFT" ></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unobservable Inputs<SUP>1<BR></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="LEFT" ></FONT></TD>
     <TD COLSPAN="3" STYLE="border-top: Black 1px solid; text-align: center; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Range of<BR> Unobservable<BR> Inputs
Utilized</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Common Stocks</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,486,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Companies</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EBITDA Multiple</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.25x&#151;6.56x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Corporate Bonds</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,666,040</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Companies</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EBITDA Multiple</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">5.25x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,851,289</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Discounted Cash Flow</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Yield</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9.50%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,346,076</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Yield Analysis</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Yield</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8.375%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,825,089</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Cost<SUP>2</SUP></DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">N/A</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&#151;</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Other Interests<SUP>3 </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,731,250</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Discounted Cash Flow</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Perpetuity Growth Rate</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3.50%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Free
Cash Flow</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">$25.2&#151;$35.2<SUP>4</SUP></DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Weighted Cost of Capital</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10.90%</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Warrant</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,283</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Market Comparable Companies</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">EBITDA Multiple</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">5.25x</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT:
0px"><B>Total</B><BR></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,915,027</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 12pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</SUP></TD>
<TD>A change to the unobservable input may result in a significant change to the value of the investment as follows:</TD></TR></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="margin-left: 44pt; width: 92%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Unobservable Input<BR></B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Impact to<BR> Value if Input
Increases</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; text-align: center; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Impact to<BR> Value if Input
Decreases</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EBITDA Multiple </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Increase</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Decrease</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Free Cash Flow </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Increase</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Decrease</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Perpetuity Growth Rate </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Increase</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Decrease</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Weighted Cost of Capital </DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Decrease</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Increase</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Yield </DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Decrease</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Increase</DIV></FONT></TD>
</TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>2</SUP></TD>
<TD>The Fund fair values certain of its Level 3 investments using prior transaction prices (acquisition cost), although the transaction may not have
occurred during the current reporting period. In such cases, 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. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>3</SUP>&nbsp;</TD>
     <TD STYLE="text-align: left">For the six months ended February 28, 2013, the valuation
technique for other interests changed from a market approach to an income approach. Market information previously utilized to determine fair value
under the market approach no longer applied to this investment. Therefore, the income approach is considered to be a more relevant measure of fair
value for this investment.</TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>4</SUP>&nbsp;</TD>
     <TD STYLE="text-align: left">Amount is in millions.</TD>
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">29<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_03-52352-fra PAGE POSITION: 10 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>

<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;February 28, 2013 (Unaudited)</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Asset-Backed
Securities</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Asset-Backed Securities &#151; 8.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">321 Henderson Receivables I LLC (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2010-2A, Class A, 4.07%, 1/15/48</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;1,607,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2010-3A, Class A, 3.82%, 12/15/48</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,476,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ACAS CLO Ltd. (a)(b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-1A, Class D, 5.58%, 9/20/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,758,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-1A, Class D, 3.89%, 4/20/25</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">716,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ALM Loan Funding Ltd., Series 2010-3AR, Class D, 4.54%, 11/20/20 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,027,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Anchorage Capital CLO Ltd., Series 2012-1A, Class B, 3.16%, 1/13/25 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,835,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Apidos CDO XI, Series 2012-11A, Class D, 4.74%, 1/17/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,001,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Atrium CDO Corp., Series 9A, Class D, 3.96%, 2/28/24 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">725,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capital One Multi-Asset Execution Trust, Series 4-3C, 6.63%, 4/19/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,233,964</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Carlyle Global Market Strategies, Series 2013-1A, Class C, 4.29%, 2/14/25 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CarMax Auto Owner Trust, Series 2012-3, Class D, 2.29%, 4/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,530</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,525,525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cavalry CLO Ltd., Series 2A, Class D, 4.38%, 1/17/24 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">486,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Conseco Financial Corp., Series 1995-5, Class M1, 7.65%, 9/15/26 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">289</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">291,408</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Countrywide Asset-Backed Certificates (b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-12, Class 2A1, 0.55%, 8/25/47</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">566</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">561,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-7, Class 2A2, 0.36%, 10/25/47</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,697</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,642,146</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CSAM Funding, Series 2A, Class B1, 7.05%, 10/15/16 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">756,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ford Credit Floorplan Master Owner Trust:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2010-5, Class C, 2.07%, 9/15/15 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">896,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2011-2, Class C, 2.37%, 9/15/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,132,603</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2011-2, Class D, 2.86%, 9/15/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,145</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,155,179</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fraser Sullivan CLO VII Ltd., Series 2012-7A, Class C, 4.30%, 4/20/23 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,090</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,089,989</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Goldentree Loan Opportunities VI Ltd., Series 2012-6A, Class D, 4.50%, 4/17/22 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,491,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GSAA Trust, Series 2007-3, Class 1A2, 0.37%, 3/25/47 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,967</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,388,827</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ING Investment Management (a)(b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-2A, Class D, 4.85%, 10/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,804,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-4A, Class C, 4.73%, 10/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">806,656</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Oak Hill Credit Opportunities Funding, Ltd., 0.68%, 9/13/13 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,345,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Octagon Investment Partners XIV Ltd., Series 2012-1A, Class C, 4.56%, 1/15/24 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,018,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OZLM Funding Ltd. (a)(b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-2A, Class C, 5.08%, 10/30/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">504,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-3A, Class C, 4.15%, 1/22/25</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">977,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Regatta II Funding LP, Series 2013-2A, Class C, 4.80%, 1/15/25 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">482,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Santander Consumer Acquired Receivables Trust, Series 2011-S1A, Class D, 3.15%, 8/15/16 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,987</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,018,112</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Santander Drive Auto Receivables Trust (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2011-S1A, Class D, 3.10%, 5/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">637</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">639,294</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2011-S2A, Class B, 2.06%, 6/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">416,086</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2011-S2A, Class C, 2.86%, 6/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">428</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">431,334</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SLC Student Loan Trust, Series 2006-A, Class A4, 0.42%, 1/15/19 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">669</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">668,516</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SLM Student Loan Trust, 2.50%, 3/15/47 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,524,438</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spirit Issuer Plc, Series A2, 3.22%, 12/28/31 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,184,552</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">World Financial Network Credit Card Master Trust, Series 2012-C, Class B, 3.57%, 8/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,156,927</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">58,030,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Asset-Backed
Securities</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>


<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Interest Only Asset-Backed Securities &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sterling Bank Trust, Series 2004-2, Class Note, 2.08%, 3/30/30 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,813</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;834,622</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sterling Coofs Trust, Series 2004-1, 2.36%, 4/15/29 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,691</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">708,664</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,543,286</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Asset-Backed Securities &#151; 9.0%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">59,573,516</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Common Stocks (c)</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B>Shares</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B><BR></B>&nbsp;</DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Construction &amp; Engineering &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">USI United Subcontractors</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Kcad Holdings I Ltd.</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">384,412,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,594,787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Hotels, Restaurants &amp; Leisure &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BLB Worldwide Holdings, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51,947</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,120,133</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport LLC (d)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">176,501</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,765</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,121,898</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Metals &amp; Mining &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Euramax International</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">234</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">48,493</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Paper &amp; Forest Products &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">NewPage Corp. (d)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,171,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bankruptcy Management Solutions, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HMH Holdings/EduMedia</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">71,219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,305,660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,305,669</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Common Stocks &#151; 1.0%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,248,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Corporate Bonds</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><B>Par (000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)</B>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Aerospace &amp; Defense &#151; 0.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bombardier, Inc., 4.25%, 1/15/16 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,416,188</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DigitalGlobe, Inc., 5.25%, 2/01/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,158</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,149,315</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Huntington Ingalls Industries, Inc., 7.13%, 3/15/21 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">621,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kratos Defense &amp; Security Solutions, Inc., 10.00%, 6/01/17 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,966</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,169,972</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Meccanica Holdings USA, Inc., 6.25%, 7/15/19 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">559</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">574,417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,931,192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Airlines &#151; 1.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Airlines Pass-Through Trust, Series 2011-2, Class A, 8.63%, 4/15/23 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">539</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">560,243</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Airlines Pass-Through Trust, Series 2012-3, Class C, 6.13%, 4/29/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,090</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,084,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Airlines, Inc., 6.75%, 9/15/15 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,417,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines Pass-Through Trust, Series 2009-1, Class B, 9.75%, 6/17/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">244</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">270,345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Pass-Through Trust (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2011-1, Class C, 10.88%, 10/22/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,333</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,406,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-1, Class C, 9.13%, 10/01/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,512</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,687,840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,427,453</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Continental Rubber of America Corp., 4.50%, 9/15/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">153,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Icahn Enterprises LP (b)(f):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.00%, 8/15/13 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,511,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.00%, 8/15/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,310,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Jaguar Land Rover Automotive Plc (FKA Jaguar Land Rover Plc), 8.25%, 3/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">554</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">942,308</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Titan International, Inc., 7.88%, 10/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,426,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,343,745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">30</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 1 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 2 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Beverages &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Constellation Brands, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.25%, 5/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">82</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 5/01/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">463</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">505,827</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crown European Holdings SA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 8/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">621,833</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 8/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">66</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">93,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,313,903</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Building Products &#151; 0.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Building Materials Corp. of America (a)(e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,345</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,455,962</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 5/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,030</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,105,963</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Momentive Performance Materials, Inc., 8.88%, 10/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">530</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">543,913</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">USG Corp., 9.75%, 1/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,634,987</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,740,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Capital Markets &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">E*Trade Financial Corp., 0.00%, 8/31/19 (a)(f)(g)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">249</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">260,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nuveen Investments, Inc., 9.13%, 10/15/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">431</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">433,155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SteelRiver Transmission Co. LLC, 4.71%, 6/30/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,225,616</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,919,132</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 2.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ashland, Inc., 3.88%, 4/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">685,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Axiall Corp., 4.88%, 5/15/23 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">394</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">399,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Celanese US Holdings LLC, 5.88%, 6/15/21 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">687,182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ciech Group Financing AB, 9.50%, 11/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">256,149</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Eagle Spinco, Inc., 4.63%, 2/15/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">837</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">850,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Huntsman International LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 11/15/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,134</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,122,660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 11/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">634</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">624,490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.63%, 3/15/21 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">740,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">INEOS Finance Plc, 7.50%, 5/01/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">445</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">479,488</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">LyondellBasell Industries NV, 5.75%, 4/15/24 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,080,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nova Chemicals Corp., 8.38%, 11/01/16 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,953,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nufarm Australia Ltd., 6.38%, 10/15/19 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">339,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Orion Engineered Carbons Bondco GmbH, 9.63%, 6/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">898</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">987,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rockwood Specialties Group, Inc., 4.63%, 10/15/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,376,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tronox Finance LLC, 6.38%, 8/15/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,573</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,563,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Coatings Acquisition, Inc./Flash Dutch 2 BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 2/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">266,332</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 5/01/21 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">398</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">411,930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">18,825,361</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Banks &#151; 3.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BNP Paribas SA, 2.38%, 9/14/17 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,303,532</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CIT Group, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.75%, 2/15/15 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,709</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,798,722</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 5/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">946,738</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.50%, 2/15/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,218,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HSBC Bank Plc, 3.10%, 5/24/16 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,718,441</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HSBC Holdings Plc, 6.25%, 3/19/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,548,721</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ING Bank NV, 2.00%, 9/25/15 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,245</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,300,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nordea Bank AB, 4.50%, 3/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,471,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Penske Truck Leasing Co. LP/PTL Finance Corp., 3.38%, 3/15/18 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,407,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Regions Financial Corp., 4.88%, 4/26/13 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">907</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">912,369</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">24,625,896</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Services &amp; Supplies &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADS Waste Holdings, Inc., 8.25%, 10/01/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">313,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ARAMARK Holdings Corp. (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.63%, 5/01/16 (h)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">907,809</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 3/15/20 (i)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,462</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,491,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aviation Capital Group Corp., 4.63%, 1/31/18 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,015,566</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brickman Group Holdings, Inc., 9.13%, 11/01/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">63</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">67,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>


<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Services &amp; Supplies (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Catalent Pharma Solutions, Inc., 7.88%, 10/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379,687</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clean Harbors, Inc., 5.25%, 8/01/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">607</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">625,210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Covanta Holding Corp., 6.38%, 10/01/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,225,299</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EC
Finance Plc, 9.75%, 8/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">141,979</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HDTFS, Inc. (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.88%, 10/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">435</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">452,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 10/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">605</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">650,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mead Products LLC/ACCO Brands Corp., 6.75%, 4/30/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">105,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mobile Mini, Inc., 7.88%, 12/01/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,017,937</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Verisure Holding AB:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.75%, 9/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">311</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">438,508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.75%, 12/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">147,814</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">West Corp., 8.63%, 10/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">165</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">175,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,157,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Communications Equipment &#151; 1.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADC Telecommunications, Inc., 3.50%, 7/15/15 (e)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,670</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,673,335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.75%, 11/01/15 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">406,289</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 4/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">437</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">417,335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group LLC/Zayo Capital, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.13%, 1/01/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,011,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.13%, 7/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,711,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">11,220,309</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Construction Materials &#151; 1.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Buzzi Unicem SpA, 6.25%, 9/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">154</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">216,274</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HD
Supply, Inc. (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.13%, 4/15/19 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,085</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,474,481</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 7/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,374</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,376,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">11.50%, 7/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">386,088</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HeidelbergCement AG, 7.50%, 4/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">64</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100,684</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,554,495</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Consumer Finance &#151; 0.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ally Financial, Inc., 3.13%, 1/15/16 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,515,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ford Motor Credit Co. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.88%, 1/15/15 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,576,042</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 4/15/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">442,149</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hyundai Capital America, 3.75%, 4/06/16 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,362,843</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,896,364</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Containers &amp; Packaging &#151; 0.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardagh Packaging Finance Plc:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 10/15/17 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">299</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">325,536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 10/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">283,304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 10/15/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">587</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">831,498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 10/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">141,652</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 11/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">982</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">984,455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 11/15/22 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">332</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">327,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">260</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">336,897</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Berry Plastics Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.18%, 9/15/14 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.25%, 11/15/15 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">510,678</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.75%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">334,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beverage Packaging Holdings Luxembourg II SA, 8.00%, 12/15/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">274</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">358,687</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crown Americas LLC/Crown Americas Capital Corp. III, 6.25%, 2/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">104,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crown Americas LLC/Crown Americas Capital Corp. IV, 4.50%, 1/15/23 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,025,398</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,264,715</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Distributors &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">VWR Funding, Inc., 7.25%, 9/15/17 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">874</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">919,885</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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</TR>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">31<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 2 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 3 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Consumer Services &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">313 Group, Inc. (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 12/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">566</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;551,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.75%, 12/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,249</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,233,387</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Laureate Education, Inc., 9.25%, 9/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,587,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,372,987</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 5.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aircastle Ltd., 6.25%, 12/01/19 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">395,442</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ally Financial, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.30%, 2/12/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,736,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 9/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,972,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.00%, 11/01/31</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,670,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Banque Paribas, 6.95%, 7/22/13 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,145,457</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Citigroup, Inc., 5.95% (b)(e)(j)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,395,687</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNG Holdings, Inc., 9.38%, 5/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">690,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Co-Operative Group Ltd. (k):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 7/08/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">476,961</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 7/08/26</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">958,472</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DPL, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 10/15/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">70</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">73,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.25%, 10/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">198,413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gala Group Finance Plc, 8.88%, 9/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,146,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goldman Sachs Group, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 5/01/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,217,420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.13%, 1/15/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,765,553</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.30%, 5/03/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,434,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Leucadia National Corp., 8.13%, 9/15/15 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,113,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Morgan Stanley, 5.30%, 3/01/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">825,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Issuer, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 4/15/19 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,068,381</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 4/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">190,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.88%, 8/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">795</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">870,525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 10/15/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,858,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 2/15/21 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">820</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">875,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SLM Corp., Series A, 5.00%, 10/01/13 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">153,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spirit Issuer Plc, 5.86%, 12/28/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,298,407</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WMG Acquisition Corp., 6.00%, 1/15/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">935</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">967,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">33,499,537</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Telecommunication Services &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Communications, Inc., 8.88%, 6/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">735</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">793,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Financing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.21%, 2/15/15 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,725,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.13%, 7/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,083</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,360,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 6/01/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">495</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">519,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lynx I Corp., 5.38%, 4/15/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">845</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">866,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OTE Plc, 7.25%, 2/12/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">151</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">198,123</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telenet Finance V Luxembourg SCA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 8/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">271</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">362,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 8/15/24</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">397</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">541,627</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windstream Corp., 8.13%, 8/01/13 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">605,458</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,973,002</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Electric Utilities &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mirant Mid Atlantic Pass-Through Trust, Series B, 9.13%, 6/30/17 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">677</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">750,993</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nisource Finance Corp. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.40%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">528,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.25%, 2/15/43</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">848,821</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,127,964</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Electrical Equipment &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Belden, Inc., 5.50%, 9/01/22 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">522,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pentair Finance SA, 1.88%, 9/15/17 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">371</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">371,047</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Techem GmbH, 6.13%, 10/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">416,144</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,309,941</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>

<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Energy Equipment &amp; Services &#151; 2.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calfrac Holdings LP, 7.50%, 12/01/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;1,110,525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Compagnie G&eacute;n&eacute;rale de G&eacute;ophysique, Veritas (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 5/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">340,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 6/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,199,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FTS International Services LLC/FTS International Bonds, Inc., 8.13%, 11/15/18 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,223,370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gulfmark Offshore, Inc., 6.38%, 3/15/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">191,013</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hornbeck Offshore Services, Inc., 5.88%, 4/01/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">393,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MEG Energy Corp. (a)(e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 3/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">116,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 1/30/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">346,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Oil States International, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 6/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">775,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.13%, 1/15/23 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">908</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">908,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Peabody Energy Corp. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 11/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">342</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">363,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 11/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,743</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,812,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rain CII Carbon LLC/CII Carbon Corp., 8.25%, 1/15/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">561,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Seadrill Ltd., 5.63%, 9/15/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,534</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,565,675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tervita Corp., 8.00%, 11/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">833</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">857,990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transocean, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.95%, 11/15/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,131,267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.05%, 12/15/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200,514</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2.50%, 10/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">734,093</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">263,688</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">16,096,168</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Food &amp; Staples Retailing &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bakkavor Finance 2 Plc, 8.25%, 2/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">312</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">480,420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rite Aid Corp., 9.25%, 3/15/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,095</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,226,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zobele Holding SpA, 7.88%, 2/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">132,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,839,333</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Food Products &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Post Holdings, Inc., 7.38%, 2/15/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">842,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Smithfield Foods, Inc., 6.63%, 8/15/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">783</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">851,512</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,693,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Gas Utilities &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Florida Gas Transmission Co. LLC, 4.00%, 7/15/15 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,125,714</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Equipment &amp; Supplies &#151; 1.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Biomet, Inc. (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 8/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,818,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 10/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,445</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,488,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CareFusion Corp., 5.13%, 8/01/14 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,174,957</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DJO Finance LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.75%, 3/15/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">455,849</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 4/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">537,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.88%, 4/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">533,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fresenius Medical Care US Finance II, Inc., 5.63%, 7/31/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">960</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,039,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinetic Concepts, Inc./KCI USA, Inc., 12.50%, 11/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">205,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Teleflex, Inc., 6.88%, 6/01/19 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">734,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,988,168</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Providers &amp; Services &#151; 3.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aviv Healthcare Properties LP, 7.75%, 2/15/19 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,067,137</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Care UK Health &amp; Social Care Plc, 9.75%, 8/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">198,696</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHS/Community Health Systems, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.13%, 8/15/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">490</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">515,113</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 7/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">471</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">507,503</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crown Newco 3 Plc, 7.00%, 2/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">541</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">847,398</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DaVita HealthCare Partners, Inc., 5.75%, 8/15/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">939</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">978,907</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">32</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 3 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 4 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Providers &amp; Services (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HCA, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;2,122,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.88%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,896</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,102,190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.25%, 9/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">996</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,105,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.88%, 3/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,575,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hologic, Inc., 6.25%, 8/01/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,289</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,359,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IASIS Healthcare LLC, 8.38%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,030</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,060,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">inVentiv Health, Inc., 9.00%, 1/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">750,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Omnicare, Inc., 7.75%, 6/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,259,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tenet Healthcare Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 11/01/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">721</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">798,507</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.88%, 7/01/19 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,005</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,135,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 2/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">508,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.50%, 4/01/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">803</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">791,959</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vanguard Health Holding Co. II LLC, 7.75%, 2/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">857,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Voyage Care Bondco Plc, 6.50%, 8/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">231,540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WellPoint, Inc., 1.25%, 9/10/15 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,441,058</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">22,215,338</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Technology &#151; 0.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">IMS Health, Inc., 12.50%, 3/01/18 (a)(e)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,181,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Hotels, Restaurants &amp; Leisure &#151; 5.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc., 9.00%, 2/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">149</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">147,137</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Operating Escrow LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.50%, 2/15/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,010</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">984,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 2/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,646</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,625,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Carlson Wagonlit BV, 6.88%, 6/15/19 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">386,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Choice Hotels International, Inc., 5.75%, 7/01/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">266,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cirsa Funding Luxembourg SA, 8.75%, 5/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">454,201</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Enterprise Inns Plc:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 12/06/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,232</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,326,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 2/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,983,279</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gategroup Finance Luxembourg SA, 6.75%, 3/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">389,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hilton Hotels Corp., Mezzanine G, 1.00%, 11/12/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,998</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,773,151</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MCE Finance Ltd., 5.00%, 2/15/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">941</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">941,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Regal Entertainment Group, 5.75%, 2/01/25</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">259,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Six Flags Entertainment Corp., 5.25%, 1/15/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">576</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">564,480</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spirit Issuer Plc:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1.07%, 12/28/28</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,846,196</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.47%, 12/28/34 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,853,917</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Station Casinos LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.66%, 6/18/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 3/01/21 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,283</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,291,019</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport LLC, 6.31%, 12/01/16 (a)(e)(h)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">993</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">901,529</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tropicana Entertainment LLC, 9.63%, 12/15/14 (c)(d)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Unique Pub Finance Co. Plc, Series A4, 5.66%, 6/30/27</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,686</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,372,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wynn Las Vegas LLC, 5.38%, 3/15/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">888</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">933,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">37,741,422</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Durables &#151; 1.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Algeco Scotsman Global Finance Plc, 9.00%, 10/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">855,396</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ashton Woods USA LLC/Ashton Woods Finance Corp., 6.88%, 2/15/21 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">512,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beazer Homes USA, Inc., 6.63%, 4/15/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">972,562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Berkline/Benchcraft LLC, 4.50%, 11/03/13 (c)(d)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Brookfield Residential Properties, Inc., 6.50%, 12/15/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">980,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">K.
Hovnanian Enterprises, Inc., 7.25%, 10/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,343,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>

<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Durables (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Libbey Glass, Inc., 6.88%, 5/15/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spie BondCo 3 SCA, 11.00%, 8/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">248</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">361,011</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Standard Pacific Corp., 8.38%, 1/15/21 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,850,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">United Rentals North America, Inc., 5.75%, 7/15/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,244</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,338,855</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,481,999</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Products &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ontex IV SA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 4/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">135,777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 4/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">253</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">338,562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spectrum Brands Escrow Corp. (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 11/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">265,938</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.63%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">307,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,047,364</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Independent Power Producers &amp; Energy Traders &#151; 2.8%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The AES Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 10/15/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,937,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.75%, 4/15/16 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">710</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">844,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 7/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">209,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp. (a)(e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.25%, 10/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">388,269</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 2/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">478</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">519,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Energy Future Intermediate Holding Co. LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 8/15/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,070,825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.00%, 12/01/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,105</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,373,387</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">10.00%, 12/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,415</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,011,025</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GenOn REMA LLC (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series B, 9.24%, 7/02/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">656</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">723,663</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series C, 9.68%, 7/02/26</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">708,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Laredo Petroleum, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.50%, 2/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">711,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 5/01/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">558,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NRG Energy, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.63%, 1/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,001</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,293,646</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.63%, 3/15/23 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">841,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">QEP Resources, Inc., 5.38%, 10/01/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">476</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">498,610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">18,691,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Industrial Conglomerates &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Sequa Corp., 7.00%, 12/15/17 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,314,788</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Insurance &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Allied World Assurance Co. Holdings, Ltd., 7.50%, 8/01/16 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,535,302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American International Group, Inc., 3.00%, 3/20/15 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,243,983</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNO Financial Group, Inc., 6.38%, 10/01/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">322,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Forethought Financial Group, Inc., 8.63%, 4/15/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">896,858</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MPL 2 Acquisition Canco, Inc., 9.88%, 8/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">589,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Muenchener Rueckversicherungs AG, 6.00%, 5/26/41 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">604,154</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TMF Group Holding B.V., 9.88%, 12/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">276,907</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,468,494</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Internet Software &amp; Services &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cerved Technologies SpA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 1/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">129,902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.00%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">126,965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Equinix, Inc., 4.88%, 4/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">139</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">139,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">395,867</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>IT Services &#151; 1.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian Corp., 8.88%, 7/15/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,572,862</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Epicor Software Corp., 8.63%, 5/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,260</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,357,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">First Data Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 6/15/19 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,235,219</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 11/01/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,282,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.25%, 1/15/21 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38,855</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">12.63%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,018</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,085,443</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">33<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 4 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>IT Services (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Data Systems, Inc., 6.63%, 11/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;1,068,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WEX, Inc., 4.75%, 2/01/23 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">532,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,173,566</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Machinery &#151; 1.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNH Capital LLC, 3.88%, 11/01/15 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,356,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Silver II Borrower/Silver II US Holdings LLC, 7.75%, 12/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">336</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">349,440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Terex Corp., 6.00%, 5/15/21 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,110,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Trinseo Materials Operating SCA, 8.75%, 2/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">572,844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">UR
Merger Sub Corp. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 5/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">805</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">881,475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.63%, 4/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,518</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,788,685</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,058,869</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Media &#151; 4.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AMC Networks, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 7/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">865</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">981,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.75%, 12/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">269</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">267,991</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cengage Learning Acquisitions, Inc., 11.50%, 4/15/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">509</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">402,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Checkout Holding Corp., 11.49%, 11/15/15 (a)(g)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,007</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">743,921</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cinemark USA, Inc., 5.13%, 12/15/22 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">207,030</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc., 9.00%, 12/15/19 (a)(i)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,017</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">945,810</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Worldwide Holdings, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/15/22 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">965</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,008,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/15/22 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,608</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,744,920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series B, 7.63%, 3/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,045</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,081,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DIRECTV Holdings LLC, 3.13%, 2/15/16 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,144,492</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DISH DBS Corp. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 10/01/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,306,594</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 2/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">222,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.88%, 7/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,025</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,136,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Jackson Holdings SA, 7.25%, 10/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,780,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Luxembourg SA:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">11.25%, 2/04/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">382,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">11.50%, 2/04/17 (h)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">280</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">297,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interactive Data Corp., 10.25%, 8/01/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,505,588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lynx I Corp., 6.00%, 4/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,274</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,985,872</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lynx II Corp., 6.38%, 4/15/23 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">207,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The McClatchy Co., 9.00%, 12/15/22 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">348,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NAI Entertainment Holdings LLC, 8.25%, 12/15/17 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,301</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,418,090</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nara Cable Funding Ltd.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.88%, 12/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">260,457</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.88%, 12/01/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">206,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ProQuest LLC, 9.00%, 10/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">198,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ProtoStar I Ltd., 18.00%, 10/15/13 (a)(c)(d)(f)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,727</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sterling Entertainment Corp., 10.00%, 12/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,175,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unitymedia Hessen GmbH &amp; Co. KG:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 3/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,440</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,569,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.50%, 1/15/23 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">727,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univision Communications, Inc., 6.75%, 9/15/22 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">383,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Media Secured Finance Plc, 6.50%, 1/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,067,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">29,709,877</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Metals &amp; Mining &#151; 2.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ArcelorMittal:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.50%, 2/15/15 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,155,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.25%, 8/05/15 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">987</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,021,884</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 2/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">403,714</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.13%, 6/01/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">536,992</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 2/25/22 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">440,443</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Eco-Bat Finance Plc, 7.75%, 2/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">495</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">667,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FMG Resources August 2006 Property Ltd., 6.38%, 2/01/16 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">651,563</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>

<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Metals &amp; Mining (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Global Brass and Copper, Inc., 9.50%, 6/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;755,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kaiser Aluminum Corp., 8.25%, 6/01/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">569,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">New Gold, Inc. (a)(e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 4/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">189,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">685</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">720,963</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">New World Resources NV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.88%, 5/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">494</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">661,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.88%, 1/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">398,519</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Novelis, Inc., 8.75%, 12/15/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,340,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Perstorp Holding AB, 8.75%, 5/15/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">304,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Schmolz &amp; Bickenbach Luxembourg SA, 9.88%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">426,633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Steel Dynamics, Inc., 6.38%, 8/15/22 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">555</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">593,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Xstrata Canada Financial Corp., 2.85%, 11/10/14 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,513,822</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">17,352,157</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Multiline Retail &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dollar General Corp., 4.13%, 7/15/17 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">342</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">361,665</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dufry Finance SCA, 5.50%, 10/15/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,336</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,392,780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,754,445</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 6.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Access Midstream Partners LP:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.13%, 7/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">546,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.88%, 5/15/23 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">504,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">BP
Capital Markets Plc, 5.25%, 11/07/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,196,752</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chaparral Energy, Inc., 7.63%, 11/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chesapeake Energy Corp. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 11/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">405</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">445,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.13%, 2/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">657,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Concho Resources, Inc. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 1/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">221</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">240,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.50%, 10/01/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">275,931</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CONSOL Energy, Inc., 8.25%, 4/01/20 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,083,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Denbury Resources, Inc., 4.63%, 7/15/23 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">994</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">975,362</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">EP
Energy LLC/Everest Acquisition Finance, Inc., 6.88%, 5/01/19 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">630</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">686,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Halcon Resources Corp., 8.88%, 5/15/21 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">938</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,008,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Holly Energy Partners LP, 6.50%, 3/01/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">230,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinder Morgan Energy Partners LP, 5.95%, 2/15/18 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,834,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinder Morgan Finance Co. LLC, 6.00%, 1/15/18 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,418,208</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kodiak Oil &amp; Gas Corp., 8.13%, 12/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">865</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">973,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Linn Energy LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.25%, 11/01/19 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,030</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,050,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.63%, 4/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">282,094</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.75%, 2/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">577,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MarkWest Energy Partners LP (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.50%, 2/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">388,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.50%, 7/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">527,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Newfield Exploration Co., 5.63%, 7/01/24 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">600,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Oasis Petroleum, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.25%, 2/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">410,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">442,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Offshore Group Investments Ltd., 11.50%, 8/01/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,045</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,139,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ONEOK Partners LP, 2.00%, 10/01/17 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">359,632</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">PBF Holding Co. LLC, 8.25%, 2/15/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">466</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">506,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">PDC Energy, Inc., 7.75%, 10/15/22 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">475</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">502,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">PetroBakken Energy Ltd., 8.63%, 2/01/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">898</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">915,960</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Plains Exploration &amp; Production Co., 6.88%, 2/15/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,383,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Range Resources Corp. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 8/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">593</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">647,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 6/01/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,298</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,382,370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 8/15/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">742</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">758,695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabine Pass Liquefaction LLC, 5.63%, 2/01/21 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,612</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,729,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
<!-- table_boopfix mode="ep" -->
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">34</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 5 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 6 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Oil, Gas &amp; Consumable Fuels (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabine Pass Liquified Natural Gas LP (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 11/30/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;4,541,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/01/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">785,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SandRidge Energy, Inc., 7.50%, 2/15/23 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,585</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,660,287</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SESI LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 5/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">755</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">809,738</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.13%, 12/15/21 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">825,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">SM
Energy Co. (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 11/15/21</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">605</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">657,938</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 1/01/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">308,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tesoro Logistics LP/Tesoro Logistics Finance Corp., 5.88%, 10/01/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">176</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">183,480</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">45,787,835</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Paper &amp; Forest Products &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ainsworth Lumber Co. Ltd., 7.50%, 12/15/17 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">810</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">872,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NewPage Corp., 11.38%, 12/31/14 (c)(d)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,183</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sappi Papier Holding GmbH, 8.38%, 6/15/19 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">305</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">341,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,214,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Pharmaceuticals &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mylan, Inc., 6.00%, 11/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">80</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Valeant Pharmaceuticals International (a)(e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.50%, 7/15/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">619,869</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.38%, 10/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">915</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">984,769</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,692,747</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Professional Services &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">La
Financiere Atalian SA, 7.25%, 1/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">202</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">264,117</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Truven Health Analytics, Inc., 10.63%, 6/01/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">604,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">868,917</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Investment Trusts (REITs) &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cantor Commercial Real Estate Co. LP/CCRE Finance Corp., 7.75%, 2/15/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">634</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">637,170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Felcor Lodging LP:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 6/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,257,018</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.63%, 3/01/23 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">291</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">292,819</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ventas Realty LP/Ventas Capital Corp., 4.75%, 6/01/21 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,438,341</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,625,348</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Management &amp; Development &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Mattamy Group Corp., 6.50%, 11/15/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">846,812</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Punch Taverns Finance Plc, Series A2R, 6.82%, 7/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,144</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,748,522</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Realogy Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">11.50%, 4/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">229,244</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">12.00%, 4/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">240,188</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.88%, 2/15/19 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,765</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,919,437</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.63%, 1/15/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,144,412</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 1/15/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">435</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">499,163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Shea Homes LP, 8.63%, 5/15/19 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,342,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,969,878</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Road &amp; Rail &#151; 1.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asciano Finance Ltd., 3.13%, 9/23/15 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,501,633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Hertz Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 10/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">589,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.75%, 4/15/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">405</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">436,388</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 1/15/21 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,846,687</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,374,658</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 0.1%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">NXP BV/NXP Funding LLC, 5.75%, 2/15/21 (a)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">572,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software &#151; 0.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IAC/InterActiveCorp, 4.75%, 12/15/22 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">515,143</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Infor US, Inc., 9.38%, 4/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,245,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nuance Communications, Inc., 5.38%, 8/15/20 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">885,937</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,646,080</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Corporate Bonds</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>

<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Specialty Retail &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Claire&#146;s Stores, Inc., 9.00%, 3/15/19 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,034</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;1,147,740</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Michaels Stores, Inc., 7.75%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">345,926</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">New Academy Finance Co. LLC/New Academy Finance Corp., 8.00%, 6/15/18 (a)(h)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">225,085</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Party City Holdings, Inc., 8.88%, 8/01/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">651,413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Penske Automotive Group, Inc., 5.75%, 10/01/22 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">737,606</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">QVC, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.50%, 10/01/19 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">452,514</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.38%, 10/15/20 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">354,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.13%, 7/02/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,632</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sally Holdings LLC (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.88%, 11/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,025,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.75%, 6/01/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">448,906</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Western Union Co., 2.88%, 12/10/17 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,021,728</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,423,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Textiles, Apparel &amp; Luxury Goods &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Levi Strauss &amp; Co., 6.88%, 5/01/22 (e)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">380</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">412,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Tobacco &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Reynolds American, Inc., 7.63%, 6/01/16</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,978,042</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Transportation Infrastructure &#151; 0.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aguila 3 SA, 7.88%, 1/31/18 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">527,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Federal Express Corp. 2012 Pass Through Trust, 2.63%, 1/15/18 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,226,567</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Penske Truck Leasing Co. LP/PTL Finance Corp., 3.13%, 5/11/15 (a)(e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,372</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,493,796</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,248,243</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Wireless Telecommunication Services &#151; 2.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crown Castle International Corp., 5.25%, 1/15/23 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">743,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crown Castle Towers LLC, 4.52%, 1/15/35 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,184,068</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Digicel Group Ltd. (a):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.25%, 9/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,335</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,408,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">8.25%, 9/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,295,797</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">6.00%, 4/15/21 (i)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,296,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sprint Capital Corp., 6.88%, 11/15/28 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,424,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sprint Nextel Corp. (a)(e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">9.00%, 11/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,806,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">7.00%, 3/01/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,766,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sunrise Communications International SA, 7.00%, 12/31/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">209,737</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">15,135,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Corporate Bonds &#151; 71.7%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">472,704,111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16 STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Floating Rate Loan Interests (b)</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Aerospace &amp; Defense &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DigitalGlobe, Inc., Term Loan B, 3.75%, 1/24/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,305,278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transdigm, Inc., Term Loan C, 4.00%, 2/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">660</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">661,241</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,966,519</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Airlines &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delta Air Lines, Inc., Term Loan B, 4.50%, 4/20/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">686</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">692,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Northwest Airlines, Inc., Term Loan:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2.32%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">338</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">314,678</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2.32%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">570,703</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1.70%, 9/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">248,198</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">1.70%, 9/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">276</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">246,413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Airways Group, Inc., Term Loan, 2.70%, 3/21/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">145</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">144,585</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,216,676</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 1.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Autoparts Holdings Ltd.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 6.50%, 7/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">988</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">993,257</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 10.50%, 1/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,522,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">35<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 6 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 7 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating Rate Loan Interests (b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components (concluded)</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Federal-Mogul Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.14%, 12/29/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;2,893,033</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 2.14%, 12/28/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">829</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">770,761</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Goodyear Tire &amp; Rubber Co., Second Lien Term Loan, 4.75%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,996,194</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Schaeffler AG, Term Loan B2, 6.00%, 1/27/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,135</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,134,466</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transtar Holding Co., First Lien Term Loan, 5.50%, 10/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,282</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,294,606</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,604,817</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Beverages &#151; 0.0%</B></DIV></FONT></TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Le-Nature&#146;s, Inc., Tranche B Term Loan, 3/01/11 (c)(d)(f)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Biotechnology &#151; 0.1%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Grifols, Inc., Term Loan B, 4.25%, 6/01/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">537,393</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Building Products &#151; 0.5%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Armstrong World Industries, Inc., Term Loan B, 4.00%, 3/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,258,994</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CPG International, Inc., Term Loan, 5.75%, 9/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,372</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,381,849</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">United Subcontractors, Inc., First Lien Term Loan, 6.32%, 6/30/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">164</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">155,423</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wilsonart International Holdings LLC, Term Loan B, 5.50%, 10/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">820</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">828,610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,624,876</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Capital Markets &#151; 0.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Capital Holdings, Inc., Term Loan, 5.50%, 8/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,462</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,476,620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HarbourVest Partners LLC, Term Loan B, 4.75%, 11/21/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">932</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">936,552</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nuveen Investments, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended First Lien Term Loan,<BR> 5.70%&#151;5.81%, 5/13/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">198</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">199,997</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan, 5.70%&#151;5.81%, 5/12/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">302</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">305,663</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan, 7.25%, 5/13/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">580</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">582,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.25%, 2/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">685</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">698,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,200,432</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Chemicals &#151; 1.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Rock Salt Holdings LLC, Term Loan, 5.50%, 4/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,226</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,214,181</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chemtura Corp., Exit Term Loan B, 5.50%, 8/27/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">503,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Evergreen Acqco 1 LP, Term Loan, 5.00%, 7/09/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">781</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">787,672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">General Chemical Corp., Term Loan,<BR> 5.00%&#151;5.75%, 10/06/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">104</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">104,451</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">INEOS US Finance LLC, 6 Year Term Loan, 6.50%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,052</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,074,034</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MacDermid, Inc., Tranche C Term Loan, 2.31%, 4/11/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">433</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">564,417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Nexeo Solutions LLC, Term Loan B, 5.00%, 9/08/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,273,265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tronox Pigments (Netherlands) BV, Delayed Draw Term Loan B, 4.25%, 2/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">688</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">687,093</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Coatings Acquisition, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 2/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,135,616</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 2/03/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">171,449</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,515,928</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Banks &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Everest Acquisition LLC, Term Loan B1, 5.00%, 5/24/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,690</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,704,179</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Services &amp; Supplies &#151; 1.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ACCO Brands Corp., Term Loan B, 4.25%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">676</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">680,801</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ADS Waste Holdings, Inc., Term Loan B, 5.25%, 10/09/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,656,556</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Altegrity, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 3.20%, 2/21/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">955</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">921,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Tranche D Term Loan, 7.75%, 2/20/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,211</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,211,201</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Finance Luxembourg 2012 SA, Term Loan, 4.75%, 7/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,318</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,340,787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating Rate Loan Interests (b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Services &amp; Supplies (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">AWAS Finance Luxembourg Sarl, Term Loan B, 5.25%, 6/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">992</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;999,629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Delos Aircraft, Inc., Term Loan 2, 4.75%, 4/12/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,458,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">KAR Auction Services, Inc., Term Loan B, 5.00%, 5/19/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,478</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,492,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Progressive Waste Solutions Ltd., Term Loan B, 3.50%, 10/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">785</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">791,869</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Protection One, Inc., Term Loan, 5.75%, 3/21/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">824</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">830,984</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WEST Corp., Term Loan B8, 5.75%, 2/07/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">997,905</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,382,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Communications Equipment &#151; 1.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alcatel-Lucent:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 6.25%, 7/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">596,166</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 7.25%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,690,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 7.75%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,235</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,616,610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Avaya, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B3, 4.79%, 10/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">191,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B5, 8.00%, 3/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">266</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">267,872</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CommScope, Inc., Term Loan, 4.25%, 1/12/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,228</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,233,381</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Riverbed Technology, Inc., Term Loan, 4.00%, 12/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">620</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">626,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telesat Canada, Term Loan A, 4.40%, 3/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">CAD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,835</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,748,255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Zayo Group, LLC Refinancing, Term Loan B, 5.25%, 7/12/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,810</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,818,953</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,789,562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Construction &amp; Engineering &#151; 0.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Centaur LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 8.75%, 2/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,445</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,445,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.75%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">710</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">720,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Safway Services LLC, First Out Term Loan, 9.00%, 12/16/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,750</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,750,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,916,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Construction Materials &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">HD Supply, Inc., Senior Debt B, 4.50%, 10/12/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,328</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,334,493</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Consumer Finance &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Springleaf Financial Funding Co., Term Loan, 5.50%, 5/10/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">928,274</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Containers &amp; Packaging &#151; 0.1%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Sealed Air Corp., Term Loan, 4.00%, 10/03/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">517</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">523,046</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Distributors &#151; 0.1%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Crossmark Holdings, Inc., Term Loan, 4.50%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">385</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">385,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">VWR Funding, Inc., Extended Term Loan B, 4.54%, 4/03/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">463,307</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">848,469</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Consumer Services &#151; 1.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bright Horizons Family, Inc., Term Loan B, 4.00%, 1/16/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">785</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">788,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Coinmach Service Corp., Term Loan B, 3.21%, 11/20/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,203,356</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Education Management LLC, Term Loan C3, 8.25%, 3/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">549</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">472,857</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Laureate Education, Inc., Extended Term Loan, 5.25%, 6/18/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,735</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,744,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ServiceMaster Co., New Term Loan, 2.70%, 4/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,290,606</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,499,756</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 1.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reynolds Group Holdings Inc., Dollar Term Loan, 4.75%, 9/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,072,493</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Telesat LLC, Term Loan B, 4.25%, 3/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,706</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,732,320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WMG Acquisition Corp., Term Loan, 5.25%, 11/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">940,462</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,745,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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</TR>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">36</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 7 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 8 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating Rate Loan Interests (b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Telecommunication Services &#151; 2.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Consolidated Communications, Inc., Term Loan B3, 5.25%, 12/31/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,255</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;2,276,851</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hawaiian Telcom Communications, Inc., Term Loan B, 7.00%, 2/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,751</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,783,436</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Integra Telecom, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.75%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">603,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 9.25%, 2/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,187,925</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Level 3 Financing, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2016 Term Loan B, 4.75%, 2/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">763</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">771,672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2019 Term Loan B, 5.25%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">631,381</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,830</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,868,640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Syniverse Holdings, Inc., Delayed Draw Term Loan, 4.00%, 4/23/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">524,344</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Telepacific Corp., Term Loan B, 5.75%, 2/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">494</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">492,926</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">13,140,450</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Electric Utilities &#151; 0.0%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">TPF Generation Holdings LLC, Synthetic Letter of Credit Deposit, First Lien, 2.21%,
12/13/13</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
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     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">47</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">47,074</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Energy Equipment &amp; Services &#151; 1.3%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dynegy Midwest Generation LLC, Coal Co. Term Loan, 9.25%, 8/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,076,701</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dynegy Power LLC, Gas Co. Term Loan, 9.25%, 8/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,376,896</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MEG Energy Corp., Term Loan, 3.75%, 3/20/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,320</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,323,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tervita Corp., Incremental Term Loan, 3.20%, 5/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,145</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,150,908</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unifrax I LLC/Unifrax Holding Co., Dollar Term Loan, 4.25%, 11/28/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">555</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">558,669</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,486,474</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Food &amp; Staples Retailing &#151; 0.3%</B></DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pilot Travel Centers LLC, Term Loan B2, 4.25%, 8/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">608</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">613,988</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rite Aid Corp.:</DIV></FONT></TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 5.75%, 7/07/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">245,467</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan 6, 4.00%, 2/21/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">260</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">260,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Supervalu, Inc., Term Loan B, 6.25%, 2/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">930,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,050,307</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Food Products &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Advance Pierre Foods, Inc., Term Loan, 5.75%, 7/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">785</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">794,569</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Del Monte Foods Co., Term Loan, 4.50%, 3/08/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">918</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">921,424</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pinnacle Foods Finance LLC, Term Loan E, 4.75%, 10/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,124</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,134,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Solvest Ltd. (Dole):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 5.00%&#151;6.00%, 7/06/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C-2, 5.00%&#151;6.00%, 7/06/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">172</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">172,415</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,118,919</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Equipment &amp; Supplies &#151; 1.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bausch &amp; Lomb, Inc., Term Loan B, 5.25%, 5/17/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,045</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,059,815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BSN Medical Acquisition Holding GmbH, Term Loan B, 5.00%, 8/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">702,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capital Safety North America Holding, Inc., Term Loan, 4.50%, 1/21/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">993</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">992,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DJO Finance LLC, Term Loan B3, 6.25%, 9/15/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,154</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,171,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hologic, Inc., Term Loan B, 4.50%, 8/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,638</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,656,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Immucor, Inc., Term Loan B2, 5.00%, 8/18/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">643</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">641,962</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">LHP Hospital Group, Inc., Term Loan, 9.00%, 7/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">874,954</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,099,642</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Providers &amp; Services &#151; 2.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">American Renal Holdings Co., Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 4.50%, 8/14/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">855</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">852,862</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.50%, 2/14/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">887,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating Rate Loan Interests (b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Providers &amp; Services (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ardent Medical Services, Inc., Term Loan, 6.75%, 7/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">480</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CHG Buyer Corp., First Lien Term Loan, 5.00%, 11/22/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">839</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">848,626</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">ConvaTec, Inc., Term Loan, 5.00%, 12/22/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,271,516</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">DaVita, Inc., Term Loan B, 4.50%, 10/20/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,960</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,973,994</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Emergency Medical Services Corp., Term Loan, 4.00%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">279</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">279,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genesis HealthCare Corp., Term Loan B,<BR> 10.00%&#151;10.75%, 9/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,096</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,074,410</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harden Healthcare LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Add on Term Loan A, 7.75%, 3/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,819,570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A, 8.50%, 3/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">478</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">473,526</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">inVentiv Health, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Combined Term Loan, 7.50%, 8/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">54,016</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B-3, 7.75%, 5/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">232</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">228,498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Medpace, Inc., Term Loan, 6.50%&#151;7.25%, 6/16/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,615,482</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">US
Renal Care, Inc., First Lien Term Loan, 6.25%, 7/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">856</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">867,466</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,733,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Health Care Technology &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">IMS Health, Inc., Tranche B Term Loan, 3.75%, 8/25/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">646</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">647,912</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kinetic Concepts, Inc., Term Loan C1, 5.50%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">614</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">621,374</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MedAssets, Inc., Term Loan B, 4.00%, 12/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">365</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">367,128</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,636,414</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Hotels, Restaurants &amp; Leisure &#151; 3.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alpha D2 Ltd., Extended Term Loan B2, 6.00%, 4/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,673</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,693,869</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Caesars Entertainment Operating Co., Inc., Term Loan B1, 3.20%, 1/28/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,197</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,190,228</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Golden Living, Term Loan, 5.00%, 5/04/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,065</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,020,408</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harrah&#146;s Property Co., Mezzanine Term Loan, 3.69%, 2/13/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,505,936</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MGM Resorts International, Term Loan B, 4.25%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,970</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,992,655</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">OSI Restaurant Partners LLC, Term Loan B, 4.75%, 10/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">843</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">853,824</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sabre, Inc., Term Loan B, 5.25%, 2/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">569,595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SeaWorld Parks &amp; Entertainment, Inc., Term Loan B, 4.00%, 8/17/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">825</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">828,645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Station Casinos, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2011 Term Loan B2, 6.25%, 6/17/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,335,383</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.50%, 9/27/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,010</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,021,681</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.00%, 2/13/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,735</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,766,124</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Travelport Holdings Ltd.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Tranche A Term Loan, 6.40%, 12/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">457</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">161,522</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Tranche B Term Loan, 13.80%, 12/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,530</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">142,817</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Twin River Worldwide Holdings, Inc., Term Loan, 8.50%, 11/05/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,203,413</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wendy&#146;s International, Inc., Term Loan B, 4.75%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,232</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,242,224</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">23,528,324</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Products &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Prestige Brands, Inc., Term Loan,<BR> 5.25%&#151;6.25%, 1/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">680</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">682,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Spectrum Brands, Inc., Term Loan, 4.50%, 12/17/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,224,617</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,907,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Independent Power Producers &amp; Energy Traders &#151; 0.2%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The AES Corp., Term Loan, 4.25%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">384</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">385,547</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Calpine Corp., Term Loan B1, 4.50%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,065</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,070,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,456,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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</TR>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">37<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 8 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 9 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating Rate Loan Interests (b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Industrial Conglomerates &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Sequa Corp., Term Loan B, 5.25%, 6/19/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;2,665,046</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Insurance &#151; 0.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliant Holdings I, Inc., Term Loan B, 5.00%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,075</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,083,063</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asurion LLC, Term Loan B1, 5.50%, 5/24/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,545</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,549,511</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CNO Financial Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-1, 4.25%, 9/28/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">993</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000,196</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 5.00%, 9/20/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,356</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,368,241</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cunningham Lindsey Group, Inc., Term Loan B, 5.00%, 12/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">941,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,942,636</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Internet Software &amp; Services &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Web.com Group, Inc., Term Loan B, 5.50%, 10/27/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">947</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">955,372</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>IT Services &#151; 2.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">CCC Information Services, Inc., Term Loan, 5.25%, 12/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">311,860</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ceridian Corp., Extended Term Loan, 5.95%, 5/09/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,084</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,096,227</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">First Data Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">2018 Add-on Term Loan, 5.20%, 9/24/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,805</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,804,188</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended 2018 Term Loan B, 4.20%, 3/23/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,119</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,054,701</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Genpact International, Inc., Term Loan B, 4.25%, 8/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,067</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,077,998</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">InfoGroup, Inc., Term Loan, 5.75%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">838</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">759,065</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SunGard Data Systems, Inc., Term Loan D, 4.50%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">855</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">861,412</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">TransUnion LLC, Term Loan B, 5.50%, 2/12/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,597</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,612,471</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">13,577,922</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Leisure Equipment &amp; Products &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Eastman Kodak Co., DIP Term Loan B, 8.50%, 7/19/13</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">537</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">537,089</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FGI Operating Co. LLC, Term Loan, 5.50%, 4/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">398</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">396,805</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">933,894</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Life Sciences Tools &amp; Services &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Patheon, Inc., Term Loan, 7.25%, 12/06/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">469</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">474,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Machinery &#151; 1.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Alliance Laundry Systems LLC, First Lien Term Loan, 5.50%, 12/07/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">301,218</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dematic S.A., Term Loan, 5.25%, 12/27/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,445</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,454,479</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelligrated, Inc., First Lien Term Loan, 4.50%, 7/30/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,097</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,097,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Rexnord Corp., Term Loan B, 4.50%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,473</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,482,030</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Silver II US Holdings LLC, First Lien Term Loan, 4.75%, 12/05/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,315</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,315,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Terex Corp., Term Loan B:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.50%, 4/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">988</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">997,094</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 4/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">306</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">400,795</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wabash National Corp., Term Loan B, 6.00%, 5/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,744</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,762,567</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9,810,433</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Media &#151; 5.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capsugel Holdings US, Inc., Term Loan B, 4.75%, 8/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">635,748</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cengage Learning Acquisitions, Inc., Tranche 1 Incremental, 7.50%, 7/03/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,602,007</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Charter Communications Operating LLC:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan C, 3.46%, 9/06/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,566</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,571,114</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan D, 4.00%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">916,570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Clear Channel Communications, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 3.85%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">441</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">377,148</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.85%, 1/29/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">834</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">704,103</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cumulus Media, Inc., First Lien Term Loan, 4.50%, 9/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,484</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,497,883</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating Rate Loan Interests (b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Media (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">EMI Music Publishing Ltd., Term Loan B, 5.50%, 6/29/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">766</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774,386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Foxco Acquisition Sub LLC, Term Loan B, 5.50%, 7/14/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,171</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,184,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Getty Images, Inc., Term Loan B, 4.75%, 10/18/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,820</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,834,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Houghton Mifflin Harcourt Publishing Co., DIP Term Loan B, 7.25%, 6/01/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,164</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,174,468</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Hubbard Broadcasting, Term Loan B, 4.50%, 4/28/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">731,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Intelsat Jackson Holdings SA, Term Loan B1, 4.50%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,169</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,208,076</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interactive Data Corp., Term Loan B, 3.75%, 2/11/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,126</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,129,019</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kabel Deutschland GmbH, Term Loan F1, 3.50%, 2/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,200,144</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Lavena Holding 4 GmbH (Prosiebensat.1 Media AG):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan (Second Lien), 4.12%, 9/02/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">904</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,148,096</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.62%, 3/06/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">390,366</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 3.00%, 3/04/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">392,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NEP Supershooters LP:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.25%, 1/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">842,360</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.50%, 8/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">609,875</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.75%, 1/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">842,100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sinclair Television Group, Inc., Term Loan B, 4.00%, 10/28/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,212</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,216,265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Univision Communications, Inc., Extended Term Loan, 4.45%, 3/31/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,654</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,656,513</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UPC Broadband Holding BV, Term Loan U, 4.12%, 12/29/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">97</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">126,369</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">UPC Financing Partnership, Term Loan T, 3.70%, 12/30/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">355,824</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Virgin Media Investment Holdings, Term Loan B:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">4.50%, 2/15/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,536,017</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.50%, 2/17/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,097,403</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">WC
Luxco Sarl, Term Loan B-3, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">526</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">530,919</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Weather Channel, Term Loan B, 3.50%, 2/07/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">277,992</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WideOpenWest Finance LLC, First Lien Term Loan, 6.25%, 7/17/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">741</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">749,985</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">39,312,896</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Metals &amp; Mining &#151; 1.9%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ameriforge Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.00%, 12/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">958,911</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 8.75%, 12/18/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">476,463</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Constellium Holdco BV, Term Loan B, 9.25%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,298</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,324,444</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">FMG America Finance, Inc., Term Loan, 5.25%, 10/18/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,007</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,042,859</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Metals USA, Inc., Term Loan, 6.25%, 11/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,155</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,156,444</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Novelis, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B-2, 4.00%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">961</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">961,717</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 4.00%, 3/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,930</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,932,739</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Walter Energy, Inc., Term Loan B, 5.75%, 4/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">298</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">298,516</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windsor Financing LLC, Term Loan B, 6.25%, 12/05/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,635</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,685,998</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,838,091</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Multiline Retail &#151; 1.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 10px; TEXT-INDENT:
-10px">99&cent; Only Stores, Term Loan, 5.25%, 1/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">796</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">801,239</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Apex Tool Group LLC, Term Loan B, 4.50%, 1/28/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">706,874</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">BJ&#146;s Wholesale Club, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">First Lien Term Loan, 5.75%, 9/13/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">594</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">593,887</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.75%, 3/26/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">545</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">563,056</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">HEMA Holding BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 5.12%, 1/05/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,082,141</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 2.12%, 7/06/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">334</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">414,584</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 2.87%, 7/05/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">334</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">416,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,578,543</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
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</TABLE>
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">38</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 9 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 10 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt"><TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating Rate Loan Interests (b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Oil, Gas &amp; Consumable Fuels &#151; 2.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Chesapeake Energy Corp., Unsecured Term Loan, 5.75%, 12/01/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;2,648,794</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gibson Energy ULC, Term Loan B, 4.75%, 6/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,229</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,240,734</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Obsidian Natural Gas Trust, Term Loan, 7.00%, 11/02/15</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,022</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,042,118</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Plains Exploration &amp; Production, 7-Year Term Loan B, 4.00%, 11/30/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,273,791</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Samson Investment Co., Second Lien Term Loan, 6.00%, 9/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">740</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">746,941</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tesoro Corp., Term Loan B, 2.55%, 1/30/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,375</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,387,031</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vantage Drilling Co., Term Loan, 6.25%, 10/26/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,141,065</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">13,480,474</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Pharmaceuticals &#151; 1.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Aptalis Pharma, Inc., Term Loan B, 5.50%, 2/10/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,472,940</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Par Pharmaceutical, Term Loan B, 4.25%, 9/28/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,970</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,967,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Pharmaceutical Product Development, Inc., Term Loan B, 4.25%, 12/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,719</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,728,568</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">RPI Finance Trust, Incremental Tranche 2, 4.00%, 11/09/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">461</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">465,448</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Valeant Pharmaceuticals International, Inc., Series C, Tranche B, 3.50%, 12/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,124,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Warner Chilcott Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Incremental Term Loan B-1, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">291</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">293,277</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-1, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">765</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">772,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 4.25%, 3/15/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">237</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">238,748</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,063,028</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Professional Services &#151; 0.6%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Booz Allen Hamilton, Inc., Term Loan B, 4.50%, 7/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,387</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,398,657</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Emdeon, Inc., Term Loan B1, 5.00%, 11/02/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">926</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">937,445</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">ON
Assignment, Inc., Term Loan B, 5.00%, 5/15/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">515</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">519,278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Truven Health Analytics, Inc., Term Loan B, 5.75%, 6/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,184</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,195,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,050,536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Investment Trusts (REITs) &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">iStar Financial, Inc., Term Loan, 4.50%, 9/28/17</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,244</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,246,483</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Real Estate Management &amp; Development &#151; 0.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Realogy Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Letter of Credit Loan, 4.46%, 10/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">103</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">102,664</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan, 4.42%, 10/10/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,773</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,771,918</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,874,582</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Road &amp; Rail &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Road Infrastructure Investment LLC, Term Loan B, 6.25%, 3/30/18</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">640</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">641,763</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Semiconductors &amp; Semiconductor Equipment &#151; 0.6%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freescale Semiconductor, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Extended Term Loan B, 4.45%, 12/01/16</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,137</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,137,128</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan, 5.00%, 3/1/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,575</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,568,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">NXP BV:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan A-2, 5.50%, 3/03/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">399</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">406,205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan C, 4.75%, 1/11/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">980</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">995,004</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,107,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software &#151; 1.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bankruptcy Management Solutions, Inc., Term Loan (First Lien), 7.50%, 8/20/14</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,099</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GCA Services Group, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Second Lien Term Loan, 9.25%, 11/1/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">693,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B, 5.25%, 11/01/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">560,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Infor US, Inc., Term Loan B2, 5.25%, 4/05/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,606</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,623,078</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Kronos, Inc., Second Lien Term Loan, 9.75%, 4/30/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,170</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,216,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">RP
Crown Parent LLC, First Lien Term Loan, 6.75%, 12/21/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">933,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Sophia LP, Term Loan B, 6.25%, 7/19/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">892</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">898,205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>

<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating Rate Loan Interests (b)</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Par<BR> (000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Software (concluded)</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">SS&amp;C Technologies, Inc.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-1, 5.00%, 6/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,233</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;1,243,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Term Loan B-2, 5.00%, 6/07/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">128</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">128,647</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,297,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Specialty Retail &#151; 1.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Academy Ltd., Term Loan, 4.75%, 8/03/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,782</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,802,634</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bass Pro Group LLC, Term Loan, 4.00%, 11/20/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">844,519</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Burlington Coat Factory Warehouse Corp., Term Loan B1, 5.50%, 2/23/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">201,723</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">David&#146;s Bridal, Inc., Term Loan B, 5.00%, 10/11/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">955</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">964,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Equinox Fitness Clubs, First Lien Term Loan, 5.50%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,151,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Harbor Freight Tools USA, Inc., Term Loan B, 5.50%, 11/14/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">532,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Michaels Stores, Inc., Term Loan, 4.81%, 1/31/20</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,428,163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Party City Holdings, Inc., Term Loan B, 5.75%, 7/26/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,798,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">PETCO Animal Supplies, Inc., Term Loan, 4.00%, 11/24/17</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,209</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,218,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Toys &lsquo;R&#146; Us Delaware, Inc., Term Loan B3, 5.25%, 5/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">615</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">581,506</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">The Yankee Candle Co., Inc., Term Loan B, 5.25%, 4/02/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">540</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">543,191</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">11,067,499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Textiles, Apparel &amp; Luxury Goods &#151; 0.4%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ascend Performance Materials LLC, Term Loan B, 6.75%, 4/10/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,265</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,278,092</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">PVH Corp., Term Loan B, 3.25%, 12/19/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">790</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">796,336</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wolverine Worldwide, Inc., Term Loan B, 4.00%, 7/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">710</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">714,823</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,789,251</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Thrifts &amp; Mortgage Finance &#151; 0.3%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Insight Global, Inc., First Lien Term Loan, 6.00%, 10/31/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">872,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Ocwen Financial Corp., Term Loan, 5.00%, 1/22/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">824,845</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,697,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Trading Companies &amp; Distributors &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">WESCO Distribution, Inc., Term Loan B, 4.50%, 12/12/19</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">777,061</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Wireless Telecommunication Services &#151; 1.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cricket Communications, Inc., Term Loan, 4.75%, 10/10/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,163,631</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">MetroPCS Wireless, Inc., Term Loan B-3, 4.00%, 3/16/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,027</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,028,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Vodafone Americas Finance 2, Inc., Term Loan, 6.88%, 8/11/15 (h)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,583</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,755,004</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,946,951</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Floating Rate Loan Interests &#151; 49.8%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330,671,570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16 STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Non-Agency Mortgage-Backed Securities</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Collateralized Mortgage Obligations &#151; 2.8%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Adjustable Rate Mortgage Trust, Series 2007-1, Class 3A21, 5.59%, 3/25/37 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,042</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,027,604</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Countrywide Alternative Loan Trust, Series 2005-54CB, Class 3A4, 5.50%, 11/25/35</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,546</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,576,788</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Countrywide Home Loan Mortgage Pass-Through Trust:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2005-17, Class 1A6 5.50%, 9/25/35</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,014</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,003,643</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2006-17, Class A2 6.00%, 12/25/36</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,142</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,814,267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-HY5, Class 3A1 5.59%, 9/25/37 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,681</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,457,472</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 2.95%, 10/25/35 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,031,254</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Morgan Stanley Reremic Trust, Series 2010-R4, Class 4A, 0.47%, 2/26/37 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,442,667</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">18,353,695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">39<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 10 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 11 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Non-Agency Mortgage-Backed
Securities</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR> Par<BR>
(000)</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Commercial Mortgage-Backed Securities &#151; 8.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Banc of America Commercial Mortgage, Inc. (b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-3, Class A2 5.62%, 6/10/49</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385,899</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-4, Class A4 5.75%, 2/10/51</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,150</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,502,263</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Citigroup/Deutsche Bank Commercial Mortgage Trust, Series 2007-CD4, Class A2B, 5.21%, 12/11/49</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">284</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">287,274</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Commercial Mortgage Pass-Through Certificates:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-LC6, Class B 3.74%, 1/10/46</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,142,454</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-LC6, Class D 4.29%, 1/10/46 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,330</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,213,734</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Credit Suisse Mortgage Capital Certificates:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2006-C5, Class AM 5.34%, 12/15/39</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,850</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,035,823</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-C2, Class A2 5.45%, 1/15/49 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">87,571</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-C4, Class A3 5.76%, 9/15/39 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,957,141</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-C5, Class AAB 5.62%, 9/15/40 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,887</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,003,186</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">First Union Commercial Mortgage Securities, Inc., Series 1997-C2, Class G, 7.50%, 11/18/29 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,312</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,379,663</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Greenwich Capital Commercial Funding Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2006-GG7, Class AM 5.87%, 7/10/38 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,804,916</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-GG9, Class A4 5.44%, 3/10/39</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,404,039</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GS
Mortgage Securities Corp. II:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2006-GG6, Class AM 5.62%, 4/10/38 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,680</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,047,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-GC10, Class B 3.68%, 2/10/46 (a)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,052,203</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">JPMorgan Chase Commercial Mortgage Securities Corp.:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2004-LN2, Class A2 5.12%, 7/15/41</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,315</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,427,796</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-CB18, Class A4 5.44%, 6/12/47</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,110</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,400,098</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2007-CB19, Class A4 5.71%, 2/12/49 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,140</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,467,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">LB-UBS Commercial Mortgage Trust, Series 2007-C6, Class A4, 5.86%, 7/15/40 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,745</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,496,024</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Morgan Stanley Capital I, Series 2007-IQ15, Class A2, 5.85%, 6/11/49 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,546</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,572,758</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Talisman Finance Plc, Series 6, Class A, 0.39%, 10/22/16 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">EUR</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,068</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,497,191</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Titan Europe Plc, Series 2007-1X, Class A, 0.76%, 1/20/17 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,548</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,247,238</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Wachovia Bank Commercial Mortgage Trust, Series 2007-C33, Class A4, 5.93%, 2/15/51 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,030</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,342,975</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WF-RBS Commercial Mortgage Trust:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-C8, Class B 4.31%, 8/15/45</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,085</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,176,092</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-C8, Class C 4.88%, 8/15/45 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,525,672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2013-C11, Class D 4.19%, 3/15/45 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,338,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Windermere CMBS Plc, Series XI-X, Class A, 0.76%, 4/24/17 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">GBP</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,816</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,612,945</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">53,408,811</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Interest Only Commercial Mortgage-Backed Securities &#151; 0.7%</B></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Morgan Stanley Capital I Trust, Series 2012-C4, Class XA, 2.69%, 3/15/45 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,468</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,260,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">WF-RBS Commercial Mortgage Trust, Series 2012-C9, Class XA, 2.28%, 11/15/45 (a)(b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17,039</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,439,891</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,700,451</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8 STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Non-Agency Mortgage-Backed Securities &#151; 11.6%</B></DIV></FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">76,462,957</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" NOWRAP ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Other Interests
(l)</B></B></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="7" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Beneficial<BR> Interest<BR>
(000)</B></B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
     <TD ALIGN="CENTER" STYLE="border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Lear Corp. Escrow</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 0.1%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">J.G. Wentworth LLC Preferred Equity Interests (d)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">887,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Household Durables &#151; 0.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
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<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Berkline Benchcraft Equity LLC (c)(d)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Other Interests &#151; 0.1%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">912,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Preferred Securities</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B>Shares</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR><TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Preferred Stocks</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Auto Components &#151; 0.2%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Dana Holding Corp., 4.00% (a)(f)</DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,210</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,306,669</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Trust Preferreds</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Diversified Financial Services &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">GMAC Capital Trust I, Series 2, 8.13%, 2/15/40 (b)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">121,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,229,511</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Preferred Securities &#151; 0.7%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,536,180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Taxable Municipal Bonds</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><B>Par<BR>
(000)</B></FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><B></B>&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">State of California, GO:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.65%, 4/01/39 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">USD</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">456,920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Various Purpose 3, Mandatory Put Bonds, 5.10%, 8/01/14</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,350</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,396,116</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Taxable Municipal Bonds &#151; 0.3%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,853,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=16><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px;
TEXT-INDENT: -6px"><HR SIZE="6" NOSHADE COLOR="gray" STYLE="margin-top: 12pt"></DIV></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>US Government Sponsored Agency Securities</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Collateralized Mortgage Obligations &#151; 0.5%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Freddie Mac Mortgage-Backed Securities, Series 3986, Class M, 4.50%, 9/15/41</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,999</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,324,427</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=12><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px;
TEXT-INDENT: -6px"><B>Interest Only Collateralized Mortgage Obligations &#151; 1.6%</B></DIV></FONT></TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fannie Mae Mortgage-Backed Securities:</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2010-126, Class UI, 5.50%, 10/25/40</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,823</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,591,205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series 2012-M9, Class X1, 4.08%, 12/25/17 (b)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,414,663</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freddie Mac Mortgage-Backed Securities (b):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series K021, Class X1, 1.51%, 6/25/22</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,126</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,238,611</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series K707, Class X1, 1.56%, 12/25/18</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43,228</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,370,807</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Series K710, Class X1, 1.78%, 5/25/19</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,412</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,264,027</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,879,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Mortgage-Backed Securities &#151; 5.7%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fannie Mae Mortgage-Backed Securities (e):</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">5.00%, 7/01/20 &#150; 8/01/23</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,130</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,979,879</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">3.50%, 8/01/26</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,844</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,661,866</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Freddie Mac Mortgage-Backed Securities, 4.50%, 4/01/25 (e)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,595</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,786,864</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">&nbsp;</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">37,428,609</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=12 STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total US Government Sponsored Agency Securities &#151; 7.8%</B></DIV></FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51,632,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Long-Term Investments<BR> (Cost &#151; $987,782,783) &#151; 152.0%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,004,595,263</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P STYLE="text-align: left; margin-top: 12pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">40</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 11 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 12 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR><FONT STYLE="font-size: 8pt; color: gray">(Percentages shown are based on Net Assets)</FONT><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Short-Term
Securities</B></FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR>
Shares</B></FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: Black 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">BlackRock Liquidity Funds, TempFund, Institutional Class, 0.10% (m)(n)</DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" COLSPAN="2" STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,366,919</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;2,366,919</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: px; TEXT-INDENT: 0px"><B>Total Short-Term Securities (Cost &#151; $2,366,919) &#151; 0.3%</B></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,366,919</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>&nbsp;&nbsp;&nbsp;&nbsp;<BR> Options
Purchased<BR></B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=7 nowrap ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD ALIGN="RIGHT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value<BR></B></FONT></TD>
     <TD ALIGN="CENTER" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>(Cost &#151; $44,978) &#151; 0.0%</B></DIV></FONT></TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD  STYLE='border-bottom: Black 2px solid'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" COLSPAN=8><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total Investments (Cost &#151; $990,194,680) &#151; 152.3%</B></DIV></FONT></TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,006,962,182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities in Excess of Other Assets &#151; (52.3)%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(345,824,583</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Assets &#151; 100.0%</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 2pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 2pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">661,137,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 2pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT COLOR="gray">Notes to Schedule of Investments</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(a)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">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.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(b)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Variable rate security. Rate shown is as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(c)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Non-income producing security.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(d)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Issuer filed for bankruptcy and/or is in default of principal and/or interest payments.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(e)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">All or a portion of security has been pledged as collateral in connection with open reverse repurchase agreements.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(f)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Convertible security.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(g)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents a zero-coupon bond. Rate shown reflects the current yield as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(h)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents a payment-in-kind security which may pay interest/dividends in additional par/shares.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(i)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">When-issued security. Unsettled when-issued transactions were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Counterparty<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" STYLE="border-top: Black 1px solid; text-align: center; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Appreciation</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Citigroup, Inc</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,242,560</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,558</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Pershing LLC</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,491,240</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">19,724</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(j)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Security is perpetual in nature and has no stated maturity date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(k)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">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.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(l)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(m)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Investments in issuers considered to be an affiliate of the Fund during the six months ended February 28, 2013, for purposes of
Section 2(a)(3) of the 1940 Act, were as follows:</DIV></FONT></TD>
</TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Affiliate<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Shares<BR> Held at<BR> August 31,
2012</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Net<BR> Activity</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Shares<BR> Held at<BR> February 28,
2013</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Income</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Realized<BR> Gain</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BlackRock Liquidity Funds, TempFund, Institutional Class</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,323,267</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43,652</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,366,919</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,226</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">115</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(n)</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Represents the current yield as of report date.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Reverse repurchase agreements outstanding as of February 28, 2013 were as follows:</DIV></FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Counterparty<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Interest<BR> Rate</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Trade<BR> Date</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Maturity<BR> Date</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Face<BR> Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Face Value<BR> Including<BR> Accrued<BR>
Interest</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8/22/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;426,020</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;427,376</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8/24/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">735,687</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">738,198</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8/29/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">315,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">316,046</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">8/30/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">341,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">342,453</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/10/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">419,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">420,206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/12/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">435,395</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">436,629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/13/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">776,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">779,321</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/19/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,882,238</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,892,785</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/19/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">921,553</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">924,025</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/19/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">821,406</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">823,794</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/26/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">698,828</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">700,796</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.34%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/28/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,074,638</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,079,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/04/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,637,685</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,642,032</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/10/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,128,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,130,872</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/15/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">513,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">514,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BNP
Paribas Securities Corp.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.37%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/17/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">803,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">804,607</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/22/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">997,688</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">999,849</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/26/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,542,373</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,545,342</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/26/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,608,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,612,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/26/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,147,006</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,149,616</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(0.50%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/26/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">885,588</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">884,038</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.10%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/26/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,922,460</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,923,133</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/26/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,222,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,227,368</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">41<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 12 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 13 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Reverse repurchase agreements outstanding as of February 28, 2013 were as follows (continued):</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Counterparty<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Interest<BR> Rate</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Trade<BR> Date</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Maturity<BR> Date</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Face<BR> Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Face Value<BR> Including<BR> Accrued<BR>
Interest</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/26/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,533,800</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,539,564</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.70%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">10/30/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,168,738</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,171,487</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/01/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,156,238</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,165,243</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.50%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/06/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">244,531</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">244,922</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/07/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">921,444</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">923,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/16/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">688,185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">689,390</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/19/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,713,226</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,718,224</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.75%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/19/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,048,125</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,050,352</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securties (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/19/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/31/22</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">204,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">204,873</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/20/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">527,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">528,552</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citigroup Global Markets, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(1.50%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">11/28/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">635,050</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">632,616</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/05/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">567,956</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">568,770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/06/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">585,612</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">586,511</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.75%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/10/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,107,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,108,868</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/11/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,672,816</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,675,637</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.40%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/11/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16,527,760</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16,542,267</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/11/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,235,815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,247,976</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/11/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,243,392</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,246,592</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(0.25%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/13/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">890,514</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">890,032</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/14/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">221,530</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">221,815</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.37%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/17/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;44,388,958</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;44,422,262</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.70%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">12/19/12</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,314,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,317,795</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Citigroup Global Markets, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(0.38%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/09/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">528,592</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">528,312</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,107,636</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,108,398</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">594,529</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">595,012</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(2.75%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">452,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">450,481</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(1.00%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">581,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">580,290</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(0.63%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,335,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,333,216</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(0.50%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">851,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">850,480</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.50%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,416,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,416,865</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,413,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,422,016</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.57%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,261,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,266,754</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,435,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,438,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,431,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,435,716</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,825,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,828,039</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.70%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,224,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,227,614</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.57%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/17/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,400,729</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,401,682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/17/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">900,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">901,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.70%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/17/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,677,645</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,679,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(0.10%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/18/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,123,744</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,123,613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(0.50%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/23/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">324,205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">324,043</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/30/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,229,565</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,230,643</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/30/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,122,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,123,508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.50%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/30/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,833,920</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,835,101</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/30/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,981,206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,982,197</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/31/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,685,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,685,747</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/31/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">547,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">547,487</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1/31/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,316,270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,317,315</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/01/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,268,860</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,270,334</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.70%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/06/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,151,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,152,215</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">(0.75%)</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/06/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">408,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">407,813</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.54%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/06/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">646,747</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">646,961</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/06/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;473,417</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;473,569</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,294,439</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,295,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;13,883,962</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;13,888,819</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">407,469</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">407,611</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,201,990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,203,583</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.00%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">576,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">576,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.00%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">442,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">442,225</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.25%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,048,688</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,048,840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.34%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,334,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,334,936</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,594,088</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,594,821</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.45%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">866,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">866,477</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,414,156</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,416,854</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">42</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 13 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 14 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Reverse repurchase agreements outstanding as of February 28, 2013 were as follows (concluded):</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Counterparty<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Interest<BR> Rate</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Trade<BR> Date</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Maturity<BR> Date</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Face<BR> Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Face Value<BR> Including<BR> Accrued<BR>
Interest</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,038,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,039,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/07/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,396,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,397,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/08/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,938,969</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,939,591</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/08/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">483,060</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">483,223</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/08/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,170,163</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,170,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/11/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/1/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">354,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">354,337</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.30%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/11/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">3/12/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">36,329,327</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">36,333,932</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Barclays Capital, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">606,506</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">606,648</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/15/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,329,437</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,329,747</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/19/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">166,058</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">166,088</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.35%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/20/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">520,569</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">520,614</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/20/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,318,929</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,319,386</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/20/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,204,613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,204,778</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.57%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/20/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">773,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">773,610</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/20/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,163,323</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,163,512</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.60%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/20/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">650,177</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">650,264</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.58%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/20/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;2,512,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;2,512,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.25%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/22/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">779,512</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">779,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/22/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,335,577</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,336,256</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/25/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">978,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">978,555</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">UBS
Securities LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.65%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/27/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,855,622</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,855,656</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit Suisse Securities (USA) LLC</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.25%</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2/28/13</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Open</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">690,357</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">690,362</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Deutsche Bank Securities, Inc.</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">0.55%</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">2/28/13</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Open</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,527,554</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,527,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">311,588,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 311,806,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#149;&nbsp;&nbsp;&nbsp;Financial futures contracts as of February 28, 2013 were as follows:</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 10%; text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Contracts<BR> Purchased<BR></B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Issue</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Exchange</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Expiration</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="4" NOWRAP STYLE="width: 2%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Notional<BR> Value</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Appreciation</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8</FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">90-Day Euro-Dollar</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Chicago Mercantile</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">March 2013</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,994,100</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;31,378</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">90-Day Euro-Dollar</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Chicago Mercantile</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">June 2013</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,495,350</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,434</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">90-Day Euro-Dollar</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Chicago Mercantile</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">September 2013</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,495,050</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">30,809</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">90-Day Euro-Dollar</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Chicago Mercantile</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">December 2013</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,494,675</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">34,108</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center; width: 10%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">90-Day Euro-Dollar</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Chicago Mercantile</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">March 2014</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right; width: 2%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px; text-align: right">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,494,300</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">37,033</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: center; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">160,762</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#149;&nbsp; &nbsp; &nbsp;Foreign currency exchange contracts as of February 28, 2013 were as follows:</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
  <TR VALIGN="BOTTOM">

    <TD COLSPAN="8" NOWRAP STYLE="text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Currency
Purchased<BR>
      </B></B>
      <HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" >
      </FONT></TD>
    <TD COLSPAN="8" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Currency Sold<BR>
      </B>
      <HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000">
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">
      <DIV STYLE="text-align: center"><B>Counterparty</B></DIV>
      <HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000">
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Settlement<BR>
      Date</B>
      <HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000">
      </FONT></TD>
    <TD NOWRAP COLSPAN="2" STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;

      </FONT><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR>
       Appreciation<BR>
(Depreciation)</B>
      <HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER">
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;
      <HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER">
      </FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">CAD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,690,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,644,305</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">BNP Paribas SA</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(7,186</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">GBP</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">688,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,083,683</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Citigroup, Inc.</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(40,199</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,106</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CAD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Citigroup, Inc.</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">951</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,290,121</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">CAD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,246,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Deutsche Bank AG</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">145,690</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,964,811</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">GBP</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,270,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Barclays Plc</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38,612</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">789,025</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">GBP</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">517,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">BNP Paribas SA</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,896</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,056,722</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">GBP</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">655,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">BNP Paribas SA</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">63,289</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,248,701</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">GBP</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,142,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Citigroup, Inc.</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(53</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,308,571</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">GBP</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">845,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Citigroup, Inc.</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">26,967</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">37,116,486</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">GBP</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">23,170,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Goldman Sachs Group, Inc.</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,974,741</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">160,147</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">GBP</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">101,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Royal Bank of Scotland Group Plc</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/17/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,961</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,255,848</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">940,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">BNP Paribas SA</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">28,189</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">132,496</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">101,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Citigroup, Inc.</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">588</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">212,334</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">157,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Citigroup, Inc.</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,289</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">25,093,640</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,832,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Citigroup, Inc.</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">498,681</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">133,466</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100,178</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Deutsche Bank AG</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,632</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">346,441</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">260,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Goldman Sachs Group, Inc.</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,876</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">134,959</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Royal Bank of Scotland Group Plc</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,357</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">285,556</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">213,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">Royal Bank of Scotland Group Plc</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,373</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">83,120</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">63,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">UBS AG</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">841</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">90,189</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">67,000</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">UBS AG</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,686</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">135,284</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">EUR</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">101,000</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">
      <DIV STYLE="text-align: center">UBS AG</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">4/23/13</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,376</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
  <TR VALIGN="TOP">

    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total</B></DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP>&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV>
      </FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
    <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
    <TD NOWRAP>&nbsp;&nbsp;</TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">&nbsp;</DIV>
      </FONT></TD>
    <TD COLSPAN="3" NOWRAP STYLE="text-align: center; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
      <DIV STYLE="text-align: center">&nbsp;</DIV>
      </FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 2pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
    <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,777,557</FONT></TD>
    <TD NOWRAP STYLE="border-bottom: windowtext 2pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
  </TR>
</TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">43<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 14 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 15 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#149;&nbsp; &nbsp; &nbsp;Over-the-counter options purchased as of February 28, 2013 were as follows:</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Description<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Counterparty</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Put/<BR> Call</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="width: 2%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Strike<BR> Price</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Expiration<BR> Date</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Contracts</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Market<BR> Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Marsico Parent Superholdco LLC</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Goldman Sachs Group, Inc.</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Call</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="2%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="10%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">942.86</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">12/14/19</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">46</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#149;&nbsp; &nbsp; &nbsp;Credit default swaps&#151;buy protection outstanding as of February 28, 2013 were as follows:</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 30%; text-align: left; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Issuer/Index<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD NOWRAP STYLE="padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD NOWRAP STYLE="padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD NOWRAP STYLE="padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Pay<BR> Fixed<BR> Rate</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Counterparty</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Expiration<BR> Date</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="width: 2%; text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Notional<BR> Amount<BR>
(000)</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Appreciation<BR>
(Depreciation)</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; padding-top: 6pt; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 18px; TEXT-INDENT:
-10px">Dow Jones CDX North America Investment Grade <BR>
Index Series 16, Version 1</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1.00%</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Morgan Stanley</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6/20/16</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(83,509</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 18px; TEXT-INDENT:
-10px">Australia &amp; New Zealand Banking Group Ltd.</DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">1.00%</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9/20/17</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(17</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 18px; TEXT-INDENT: -10px">Westpac Banking Corp.</DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">1.00%</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">9/20/17</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; width: 2%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(17</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 18px; TEXT-INDENT:
-10px"><B>Total</B></DIV></FONT></TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD NOWRAP>&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; width: 2%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">&nbsp;</DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;(83,543</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 2pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#149;</FONT>&nbsp; &nbsp; &nbsp;<FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Credit default swaps&#151;sold protection outstanding as of February 28, 2013 were as follows:</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 30%; text-align: left; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Issuer/Index</B></FONT><FONT STYLE="font-size: 8.5pt"><BR><HR

         SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid"><FONT STYLE="font-size: 8.5pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"

         ></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid"><FONT STYLE="font-size: 8.5pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"

         ></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR

         SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Receive</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Fixed</B></FONT><BR><FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>
     Rate</B></FONT><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR

         SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Counterparty</B></FONT><FONT STYLE="font-size: 8.5pt"><HR

         SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR

         SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Expiration</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Date</B></FONT><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR

         SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Credit&nbsp;</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Rating<SUP>1</SUP></B></FONT><HR
SIZE=1 NOSHADE COLOR="#000000"

         ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR

         SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="width: 2%; text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Notional</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Amount</B></FONT><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>(000)<SUP>2</SUP></B></FONT><HR SIZE=1 NOSHADE COLOR="#000000"

         ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR

         SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Unrealized</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Appreciation</B></FONT><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>(Depreciation)</B></FONT><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR

         SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Citigroup, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">12/20/15</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">357</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;46,667</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Citigroup, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">12/20/15</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">172</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">16,862</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">JPMorgan Chase &amp; Co.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">12/20/15</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">145</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">17,635</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">JPMorgan Chase &amp; Co.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">12/20/15</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">580</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">65,188</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">JPMorgan Chase &amp; Co.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">12/20/15</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">626</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">105,388</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">UBS AG</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">12/20/15</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">840</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">78,752</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Barclays Plc</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">75</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">3,445</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Barclays Plc</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">72</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,263</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Citigroup, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">79</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,761</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Goldman Sachs Group, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">247</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">19,234</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Goldman Sachs Group, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">739</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">47,639</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Goldman Sachs Group, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">165</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">8,440</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Goldman Sachs Group, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">634</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">622</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Goldman Sachs Group, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">247</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">19,234</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">JPMorgan Chase &amp; Co.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">82</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">3,005</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Goldman Sachs Group, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">6/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">499</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">29,460</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Goldman Sachs Group, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">6/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">970</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">48,181</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="margin-left: 9px; text-indent: -9px"><FONT STYLE="font-size: 8.5pt">Dow
                                                     Jones CDX North America Investment <BR>
                                                     Grade Index Series 16, Version 1</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">1.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Morgan Stanley</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">6/20/16</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">BB</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">7,700</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">175,559</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Barclays Plc</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/17</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">72</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">541</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Caesars Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Goldman Sachs Group, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">3/20/17</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">147</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,829</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%; border-bottom: windowtext 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">Caesars
                                                                                          Entertainment Operating Co., Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">5.00%</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">Goldman Sachs Group, Inc.</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">3/20/17</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-bottom: windowtext 1pt solid"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">CCC</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%; border-bottom: windowtext 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">USD</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">453</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(3,447</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt"><B>Total</B></FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; width: 2%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></DIV></FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; width: 10%"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 2pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 2pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;687,258</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 2pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</SUP></TD>
<TD>Using S&amp;P&#146;s rating of the issuer. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>2</SUP></TD>
     <TD STYLE="text-align: left">The maximum potential amount the Fund may pay should a negative
event take place as defined under the terms of agreement.</TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Interest rate swaps outstanding as of February 28, 2013 were as follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 10%; text-align: left; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Fixed<BR> Rate<BR></B></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Floating<BR> Rate</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Counterparty/Exchange</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Expiration<BR> Date</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="width: 2%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Notional<BR> Amount<BR>
(000)</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Depreciation</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">1.10%<SUP>3</SUP></DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">3-month LIBOR</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Deutsche Bank AG</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">5/14/17</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" WIDTH="2%" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">USD</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;(219,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>3</SUP></TD>
<TD>Fund pays the fixed rate and receives the floating rate. </TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">For Fund compliance purposes, the Fund&#146;s industry classifications refer to any one or more of the industry sub-classifications
used by one or more widely recognized market indexes or ratings 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.</DIV></FONT></TD>
</TR></TABLE>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Fair Value Measurements &#151; 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 statement
purposes as follows:</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 1 &#151; unadjusted price quotations in active markets/exchanges for identical assets and liabilities that the Fund has the
ability to access</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 2 &#151; 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)</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="4%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#149;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="96%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Level 3 &#151; unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are
not available (including the Fund&#146;s own assumptions used in determining the fair value of investments and derivative financial
instruments)</DIV></FONT></TD>
</TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">44</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 15 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 16 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (continued)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">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 level in the fair value hierarchy within which the fair value measurement falls in its entirety
is determined based on the lowest level input that is significant to the fair value measurement in its entirety.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Changes in valuation techniques may result in transfers into or out of an assigned level within the disclosure hierarchy. In
accordance with the Fund&#146;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&#146;s policy regarding valuation of investments and derivative financial instruments and other
significant accounting policies, please refer to Note 1 of the Notes to Financial Statements.</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">The following tables summarize the Fund&#146;s investments and derivative financial instruments categorized in the disclosure
hierarchy as of February 28, 2013:</DIV></FONT></TD>
</TABLE>

<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 60%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 1</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 2</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 3</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Long-Term Investments:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Asset-Backed Securities </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">31,649,123</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,924,393</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">59,573,516</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Common Stocks</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,474,286</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,774,315</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,248,601</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Corporate Bonds</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">464,854,049</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,850,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">472,704,111</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">288,929,192</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">41,742,378</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">330,671,570</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Non-Agency Mortgage-Backed Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">75,124,644</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,338,313</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">76,462,957</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Other Interests</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">912,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">912,943</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Preferred Securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,229,511</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,306,669</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,536,180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Taxable Municipal Bonds </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,853,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,853,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">US Government Sponsored Agency Securities </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51,632,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51,632,349</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Short-Term Securities </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,366,919</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,366,919</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,596,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;917,823,348</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">83,542,404</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,006,962,182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 60%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 1</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 2</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 3</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Derivative Financial Instruments<SUP>1<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Interest rate contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">160,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">160,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency exchange contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,824,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,824,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Credit contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">690,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">690,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Interest rate contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(219,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(219,310</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency exchange contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(47,438</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(47,438</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Credit contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(86,990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(86,990</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;160,762</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;3,161,962</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;3,222,724</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</SUP></TD>
<TD>Derivative financial instruments are swaps, financial futures contracts and foreign currency exchange contracts. Swaps, financial futures contracts
and foreign currency exchange contracts are valued at the unrealized appreciation/depreciation on the instrument and options are shown at value.
</TD></TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">Certain of the Fund&#146;s assets and liabilities are held at carrying amount or face value, which approximates fair value for
financial statement purposes. As of February 28, 2013, such assets and liabilities are categorized within the disclosure hierarchy as
follows:</DIV></FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 60%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 1</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 2</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Level 3</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="width: 10%; text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash pledged as collateral for financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Liabilities:<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD>
<TD>&nbsp;&nbsp;&nbsp;&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Bank overdraft</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(940,679</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(940,679</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Bank overdraft on foreign currency at value</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,618,646</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,618,646</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Cash received as collateral for swaps </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,200,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,200,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Reverse repurchase agreements</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(311,588,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(311,588,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="60%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><B>Total<BR></B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;15,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(315,347,827</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" WIDTH="10%" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;(315,332,327</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD ALIGN="RIGHT" WIDTH="2%" style="padding-top: 3pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" WIDTH="98%" style="padding-top: 3pt" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">There were no transfers between Level 1 and Level 2 during the six months ended February 28, 2013.</DIV></FONT></TD>
</TR></TABLE>
<!-- agabop mode="frill" last-style="soi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">45<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 16 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_04-52352-blw PAGE POSITION: 17 -->
<DIV align=left>
<!-- agabop mode="main" last-style="soi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0 style="margin-bottom: 12pt"> <TR> <TD width="63%"></TD> <TD width="36%"></TD></TR> <TR vAlign=bottom> <TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Consolidated Schedule of Investments (concluded)</FONT><FONT
color=gray STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR>&nbsp;<BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%; padding-top: 3pt; vertical-align: middle"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">A reconciliation of Level 3 investments and derivative financial instruments is presented when the Fund had a significant amount of
Level 3 investments and derivatives 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></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
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     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Asset-Backed</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Securities</B></FONT><HR
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     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Common</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Stocks</B></FONT><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR



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ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Corporate</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Bonds</B></FONT><HR SIZE=1
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     <TD NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR



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     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Floating
     Rate</B></FONT><FONT STYLE="font-size: 8.5pt"><BR><FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B> Loan Interests</B></FONT><HR
SIZE=1



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     <TD NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR



                 SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Non-Agency</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Mortgage</B></FONT><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Backed</B></FONT><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR



                 SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Other</B></FONT><FONT STYLE="font-size: 8.5pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>Interests</B></FONT><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 8.5pt"><HR



                 SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif"><B>Total</B></FONT><FONT STYLE="font-size: 8.5pt"><HR



                 SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt"><B>Assets:</B><BR></FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
<TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Opening Balance, as of <BR>
August 31, 2012</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">9,845,241</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">2,007,283</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,727</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">38,594,979</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,608,923</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">52,058,153</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Transfers into Level 3<SUP>1</SUP></FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">22,945</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">9,145,125</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">6,470,114</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">15,638,184</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Transfers out of Level 3<SUP>2</SUP></FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(7,121,367</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(7,121,367</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Accrued discounts/premiums</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(470,911</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(17,982</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">65,449</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">18,810</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(404,634</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 25%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 8.5pt">Net
                                                     realized gain (loss)</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">65,279</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">11,578</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(108,690</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(31,833</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="margin-left: 18px; text-indent: -18px"><FONT STYLE="font-size: 8.5pt">Net
                                                     change in unrealized <BR>
                                                     appreciation/depreciation<SUP>3</SUP></FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,072,279</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,474,842</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(2,203,610</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">962,859</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">16,283</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">136,210</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,458,863</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Purchases</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">18,975,721</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">269,245</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,175,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">11,423,588</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,322,030</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">10,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">33,175,584</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 8.5pt">Sales</FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(1,563,216</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(261,776</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(8,544,554</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(861,000</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">(11,230,546</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; width: 30%"><DIV STYLE="margin-left: 18px; text-indent: -18px"><FONT STYLE="font-size: 8.5pt"><B>Closing Balance, as of <BR>
February 28, 2013</B><BR></FONT></DIV></FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP><FONT STYLE="font-size: 8.5pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">27,924,393</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: Black 2px solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">3,774,315</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: Black 2px solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">7,850,062</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: Black 2px solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">41,742,378</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: Black 2px solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">1,338,313</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: Black 2px solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">912,943</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; border-bottom: Black 2px solid"><FONT STYLE="font-size: 8.5pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;$</FONT></TD>
     <TD NOWRAP STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">83,542,404</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 8.5pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>1</SUP></TD>
<TD>As of August 31, 2012, the Fund used observable inputs in determining the value of certain investments. As of February 28, 2013, the Fund used
significant unobservable inputs in determining the value of the same investments. As a result, investments with a beginning of period value of
$7,121,367 transferred from Level 2 to Level 3 in the disclosure hierarchy. </TD></TR></TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>2</SUP></TD>
     <TD STYLE="text-align: left">As of August 31, 2012, the Fund used significant unobservable
inputs in determining the value of certain investments. As of February 28, 2013, the Fund used observable inputs in determining the value of the same
investments. As a result, investments with a beginning of period value of $15,638,184 transferred from Level 3 to Level 2 in the disclosure
hierarchy.</TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>3</SUP></TD>
     <TD STYLE="text-align: left">Included in the related net change in unrealized
appreciation/depreciation in the Statements of Operations. The change in unrealized appreciation/depreciation on investments still held as of February
28, 2013 was $ 1,096,578.</TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV STYLE="MARGIN-LEFT: 4px" ALIGN="LEFT"></FONT></DIV></P>
<P STYLE="font-size: 9pt; margin-top: 0pt; margin-bottom: 0pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">The following table summarizes the valuation techniques used and unobservable inputs developed by the Global Valuation Committee to determine the value of certain of the Fund&#146;s Level 3 investments as of February 28, 2013. The table does not include Level 3 investments with values derived utilizing third party pricing information without adjustment. A significant change in third party pricing information could result in a significantly lower or higher value of such Level 3 investments. The value of Level 3 investments derived using third party pricing information is $72,727,794.</FONT></P>


<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt; margin-top: 6pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="border-top: Black 1px solid; text-align: center; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Valuation Techniques<BR></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="text-align: left; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="LEFT" ></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: left; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unobservable Inputs<SUP>4<BR></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="text-align: left; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="LEFT" ></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Range of<BR> Unobservable Inputs<BR>
Utilized</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Assets:<BR></B></DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="width: 5%">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Common Stocks</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,594,787</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Market Comparable Companies</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EBITDA Multiple</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">6.56x</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Corporate Bonds</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,727</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Estimated Final Distribution</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Recovery Rate</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">0.05%</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,175,000</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Cost<SUP>5</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">N/A</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&#151;</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Floating Rate Loan Interests</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,293,096</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Discounted Cash Flow</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Yield</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">9.50%</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,750,000</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Cost<SUP>5</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">N/A</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">&#151;</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 2pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,814,610</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 2pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 6pt; margin-bottom: 3pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="width: 22pt; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></TD>
     <TD STYLE="width: 22pt; text-align: left"><SUP>4</SUP></TD>
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">A change to the unobservable input may result in significant change to the value of the investment as follows:</FONT></TD>
</TR>
</TABLE>


<TABLE ALIGN="CENTER" CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: left; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Unobservable Input<BR></B></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Impact to<BR> Value if Input
Increases</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1px solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Impact to<BR> Value if Input
Decreases</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">EBITDA Multiple</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Increase</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Decrease</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Recovery Rate </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Increase</DIV></FONT></TD>
     <TD>&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Decrease</DIV></FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Yield</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Decrease</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;&nbsp;</TD>
     <TD ALIGN="CENTER" COLSPAN="3" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Increase</DIV></FONT></TD>
</TABLE>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="font: 9pt Arial, Helvetica, Sans-Serif; margin-top: 3pt; margin-bottom: 3pt">
<TR STYLE="vertical-align: top">
<TD STYLE="width: 22pt"></TD>
<TD STYLE="width: 22pt; text-align: left"><SUP>5</TD>
<TD>The Fund fair values certain of its Level 3 investments using prior transaction prices (acquisition cost), although the transaction may not have
occurred during the current reporting period. In such cases, 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. </TD></TR></TABLE>
<!-- agabop mode="frill" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 8pt"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">46</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_04-52352-blw PAGE POSITION: 17 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>

<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Statements of Assets and Liabilities</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>February 28, 2013
(Unaudited)<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Defined<BR>
Opportunity<BR> Credit Trust<BR> (BHL)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Floating Rate<BR>
Income<BR> Strategies<BR> Fund, Inc.<BR> (FRA)<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Limited<BR>
Duration<BR> Income Trust<BR> (BLW)<SUP>1</SUP></B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif; color: gray"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Assets</B></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments at value &#151; unaffiliated<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">195,768,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">857,521,624</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,004,595,263</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments at value &#151; affiliated<SUP>3</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,275,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,430,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,366,919</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,844,191</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash pledged as collateral for financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash pledged as collateral for swaps </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">620,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments sold receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,597,631</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,518,124</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">31,944,064</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Principal paydown receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,367,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,437,814</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,009,233</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interest receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">984,724</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,463,851</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,455,794</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unrealized appreciation on foreign currency exchange contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">156,557</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">616,559</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,824,995</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Foreign currency at value<SUP>4</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">141,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unrealized appreciation on swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">66,901</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">372,158</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">690,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Swaps receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">47,187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">214,966</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unrealized appreciation on unfunded loan commitments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Variation margin receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">909</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Swap premiums paid</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">29</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Prepaid expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,510</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,070</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">34,234</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Income tax refund receivable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,024</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Other assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">799,178</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">208,370,086</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">906,910,504</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,055,951,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif; color: gray"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px"><B>Liabilities<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bank overdraft </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">313,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">940,679</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reverse repurchase agreements </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">311,588,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Loan payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">48,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">208,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investments purchased payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">28,933,304</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">124,472,087</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">75,753,058</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Swap premiums received</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">245,055</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,351,778</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,146,236</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Bank overdraft on foreign currency<SUP>4</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,618,646</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash received as collateral for swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,200,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investment advisory fees payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">136,848</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">451,308</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">405,372</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interest expense payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">35,371</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">137,005</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">213,489</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Officer&#146;s and Directors&#146; fees payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">742</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">240,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unrealized depreciation on swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,961</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">306,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Swaps payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">62,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Unrealized depreciation on foreign currency exchange contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,902</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">47,438</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Deferred capital gains tax payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,096</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Income dividends payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reorganization costs payable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">298,422</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Other accrued expenses payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">153,558</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">495,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">291,447</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total liabilities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">77,819,185</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">335,252,954</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">394,814,190</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Assets</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">130,550,901</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">571,657,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">661,137,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net Assets Consist of<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Paid-in capital<SUP>5,6,7</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">128,180,168</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">633,990,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">703,095,036</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Undistributed net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,564,291</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">825,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,181,077</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Accumulated net realized loss</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,931,966</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(68,255,838</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(66,262,971</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net unrealized appreciation/depreciation</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,738,408</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,097,656</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">20,124,457</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Assets</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">130,550,901</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">571,657,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">661,137,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value per share</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.45</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.37</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><SUP>1</SUP> Consolidated Statement of Assets and Liabilities<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><SUP>2</SUP> Investments at cost &#151; affiliated</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,275,893</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14,430,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,366,919</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><SUP>3</SUP> Investments at cost &#151; unaffiliated</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;192,279,003</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;853,531,682</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;987,827,761</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><SUP>4</SUP> Foreign currency at cost</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">143,436</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,749</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,623,727</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><SUP>5</SUP> Par value per share</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.001</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.10</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.001</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><SUP>6</SUP> Shares outstanding</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,034,519</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">37,196,872</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">36,988,668</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><SUP>7</SUP> Shares authorized</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">unlimited</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">200 million</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">unlimited</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<!-- agabop mode="ep" last-style="table" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">47<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_05-52352-financials PAGE POSITION: 1 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_05-52352-financials PAGE POSITION: 2 -->
<DIV align=left>
<!-- agabop mode="main" last-style="table" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Statements of Operations </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Six Months Ended February 28, 2013
(Unaudited)<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Defined<BR>
Opportunity<BR> Credit Trust<BR> (BHL)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Floating Rate<BR>
Income<BR> Strategies<BR> Fund, Inc.<BR> (FRA)<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Limited<BR>
Duration<BR> Income Trust<BR> (BLW)<SUP>1</SUP></B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Investment Income<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interest</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,244,389</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21,028,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">28,195,437</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends &#151; unaffiliated</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends &#151; affiliated</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">492</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,622</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,226</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,244,881</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">21,030,271</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">28,205,663</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Expenses<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Investment advisory</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">872,674</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,582,894</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,605,732</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Custodian</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38,840</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">119,369</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">97,178</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Professional</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">36,671</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">68,922</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">62,276</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Borrowing costs<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32,562</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">122,569</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Accounting services</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,878</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">50,910</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">59,563</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Transfer agent</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,145</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39,725</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39,936</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reorganization</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">67,096</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Officer and Directors</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,687</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17,042</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39,668</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Registration</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,677</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,146</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,268</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Printing</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,617</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">30,058</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,473</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Miscellaneous</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,611</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51,058</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,008</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses excluding interest expense and income tax </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,037,362</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,158,789</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,951,102</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Interest expense</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">219,735</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">887,229</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">713,564</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Income tax </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">60,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,257,097</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,106,303</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,664,666</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Less fees waived by Manager </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(227</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(730</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,252</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,256,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,105,573</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,662,414</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">3,988,011</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">16,924,698</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">24,543,249</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Realized and Unrealized Gain (Loss)<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized gain (loss) from:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Investments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,759,796</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,130,780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,759,735</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Investments &#151; affiliated</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">115</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(468,285</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency transactions</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(348,994</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(953,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,466,231</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Options written</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">75,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(117,714</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(183,697</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(898,791</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,293,088</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,993,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,002,143</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net change in unrealized appreciation/depreciation on:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Investments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,223,657</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,271,556</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,658,250</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">240,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency translations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">314,797</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">947,370</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,121,043</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Options written</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(3,222</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">132,539</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">515,904</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">864,664</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Unfunded loan commitments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,671,173</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,735,607</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,881,461</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total realized and unrealized gain</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,964,261</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">11,728,837</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">20,883,604</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px"><B>Net Increase in Net Assets Resulting from Operations</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;6,952,272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;28,653,535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;45,426,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Consolidated Statement of Operations.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">See Note 6 of the Notes to Financial Statements
     for details of short-term borrowings.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Net of capital gain tax of $18,096.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">48</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_05-52352-financials PAGE POSITION: 2 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_05-52352-financials PAGE POSITION: 3 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Statements of Changes in Net Assets </FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN=7 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock Defined<BR> Opportunity
Credit Trust (BHL)</B></B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Increase (Decrease) in Net
Assets:<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Six Months<BR> Ended<BR> February
28,<BR> 2013<BR> (Unaudited)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended<BR> August 31,<BR>
2012</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Operations<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,988,011</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,715,971</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized gain</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,293,088</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">341,628</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net change in unrealized appreciation/depreciation</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,671,173</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7,717,270</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in net assets resulting from operations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6,952,272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">15,774,869</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Dividends to Shareholders From<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(3,963,060</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(7,217,171</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)<SUP>1</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Capital Share Transactions<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reinvestment of dividends</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">107,096</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="12" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total increase in net assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,096,308</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,557,698</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beginning of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">127,454,593</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">118,896,895</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">End of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;130,550,901</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;127,454,593</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Undistributed net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,564,291</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,539,340</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Dividends are determined in accordance
     with federal income tax regulations.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">49<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_05-52352-financials PAGE POSITION: 3 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>

<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD ALIGN="LEFT" COLSPAN="2" STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Consolidated Statements of Changes in Net Assets </FONT><FONT STYLE="color: gray; font-size: 10pt">&nbsp;</FONT> <B><FONT STYLE="color: gray"><BR></FONT></B></TD></TR></TABLE></DIV>



<!-- BEGIN DIVISION: DIV_05-52352-financials PAGE POSITION: 4 -->
<!-- agabop mode="main" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"></FONT></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN=7 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock Floating Rate Income<BR>
Strategies Fund, Inc. (FRA)</B></B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=7 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BlackRock Limited Duration<BR> Income
Trust (BLW)</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Increase (Decrease) in Net
Assets:<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Six Months<BR> Ended<BR> February
28,<BR>2013<BR> (Unaudited)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended<BR> August
31,<BR>2012</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Six Months<BR> Ended<BR> February
28,<BR>2013<BR> (Unaudited)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended<BR> August 31,<BR>
2012</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="24" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Operations<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16,924,698</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17,932,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,543,249</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">48,539,048</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD  COLSPAN="3"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">&nbsp;</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized gain (loss)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,993,230</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(4,997,420</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8,002,143</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,706,968</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net change in unrealized appreciation/depreciation</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5,735,607</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">21,658,016</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,881,461</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">34,080,859</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in net assets resulting from operations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">28,653,535</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">34,593,098</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">45,426,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">80,912,939</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="24" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Dividends to Shareholders From<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(17,732,665</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(17,066,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)<SUP>1</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(27,283,003</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(48,930,681</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)<SUP>1</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="24" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Capital Share Transactions<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Proceeds issued resulting from reorganization</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">283,047,261</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Reinvestment of dividends</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">699,419</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">258,718</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">602,467</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">591,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in net assets derived from capital share transactions</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">283,746,680</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">258,718</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">602,467</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">591,363</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: right">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="24" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total increase in net assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">294,667,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17,785,416</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,746,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">32,573,621</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Beginning of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">276,990,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">259,204,584</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">642,391,282</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">609,817,661</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">End of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;571,657,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;276,990,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;661,137,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;642,391,282</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Undistributed net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">825,502</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,633,469</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%">&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,181,077</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,920,831</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Dividends are determined in accordance
     with federal income tax regulations.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">50</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_05-52352-financials PAGE POSITION: 4 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_05-52352-financials PAGE POSITION: 5 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Statements of Cash Flows </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Six Months Ended February 28,
2013<BR></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Defined<BR>
Opportunity<BR> Credit Trust<BR> (BHL)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Floating Rate<BR>
Income<BR> Strategies<BR> Fund, Inc.<BR> (FRA)<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>BlackRock<BR> Limited<BR>
Duration<BR> Income Trust<BR> (BLW)<SUP>1</SUP></B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cash Provided by Operating Activities<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase in net assets resulting from operations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;6,952,272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;28,624,527</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;45,426,853</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Adjustments to reconcile net increase in net assets resulting from operations to net cash provided by operating activities:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in interest receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">169,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">176,165</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">280,590</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in swap receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(8,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(47,187</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(195,014</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in income tax refund receivable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(18,024</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in cash pledged as collateral for swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(620,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in variation margin receivable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,066</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in cash pledged as collateral for financial futures contracts</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">430,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in cash received as collateral for reverse repurchase agreements </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,137,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in cash received as collateral for swaps</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,200,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in other assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,276</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in prepaid expenses </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,486</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,791</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(8,369</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in investment advisory fees payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(13,175</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(97,188</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(16,278</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase (decrease) in interest expense payable </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(5,097</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">47,279</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(80,657</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase (decrease) in other accrued expenses payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(42,015</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16,191</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(62,560</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in swaps payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(17,243</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(38,143</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(97,586</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Decrease in reorganization costs payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(416,536</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase in deferred capital gains tax payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,096</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 30px; TEXT-INDENT:
-10px">Increase (decrease) in Officer&#146;s and Directors&#146; fees payable</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(301</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(7,876</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net periodic and termination payments of swaps </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">222,997</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,379,683</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,853,123</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized and unrealized gain on investments </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(3,257,574</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(12,325,095</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(21,957,598</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Amortization of premium and accretion of discount on investments </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(292,813</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,018,667</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">489,463</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Proceeds from sales of long-term investments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">80,894,890</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">343,971,292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">335,657,178</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Purchases of long-term investments</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(71,908,318</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(310,963,706</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(353,195,605</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net proceeds from sales (purchases) of short-term securities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(1,949,452</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(4,070,471</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(43,652</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash provided by operating activities</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,742,948</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">44,608,549</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,645,392</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cash Used for Financing Activities<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash receipts from borrowings</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">56,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">223,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash payments on borrowings</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(63,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(249,000,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net borrowings of reverse repurchase agreements</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15,112,867</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash dividends paid to shareholders</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(3,925,300</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(17,033,246</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(26,680,525</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Increase in bank overdraft</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">313,625</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">2,559,325</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash used for financing activities </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(10,611,675</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(43,033,246</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(9,008,333</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cash Impact from Foreign Exchange Fluctuations<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash impact from foreign exchange fluctuations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,249</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(3,352</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1,658</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cash and Foreign Currency<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase (decrease) in cash and foreign currency</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">129,024</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,571,951</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(364,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash and foreign currency at beginning of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">284,775</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">364,599</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash and foreign currency at end of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">141,316</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1,856,726</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Cash Flow Information<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Cash paid during the period for interest</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">224,832</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">839,950</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">794,221</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="16" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Non-cash Financing Activities<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Fair value of investments acquired through reorganization</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">426,639,591</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capital shares issued in reorganization</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">283,047,261</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capital shares issued in reinvestment of dividends </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">107,096</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">699,419</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">602,467</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Consolidated Statement of Cash Flows.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Includes assets and liabilities acquired
     in reorganization.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">51<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_05-52352-financials PAGE POSITION: 5 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_05-52352-financials PAGE POSITION: 6 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 9"><FONT color=gray>Financial Highlights </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 9"><B><FONT color=gray>BlackRock Defined
Opportunity Credit Trust (BHL)<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ROWSPAN="2" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Six Months<BR> Ended<BR> February
28,<BR> 2013<BR>(Unaudited)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN=15 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Year Ended August 31,</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
    <TD COLSPAN="3" ROWSPAN="2" STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Period<BR> January 31,<BR>
2008<SUP>1</SUP><BR> to August 31,<BR> 2008</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2012</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2011</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2010</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2009</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>

</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="28" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Per Share Operating Performance<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, beginning of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.17</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.53</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.31</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</SUP></FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.33</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income<SUP>3</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.44</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.85</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.86</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.85</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.47</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized and unrealized gain (loss)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.33</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.45</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.21</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase (decrease) from investment operations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.77</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.75</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.41</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.72</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.68</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.68</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends and distributions from:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Net Investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.44</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.80</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>4</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.79</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>4</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.70</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>4</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.09</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>4</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.62</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>4</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Tax return of capital</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.01</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)<SUP>4</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.06</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)<SUP>4</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total dividends and distributions</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.44</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.80</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.79</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.70</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.10</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.68</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Capital changes with respect to issuance of shares</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.02</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, end of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.45</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.17</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.53</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.31</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Market price, end of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.75</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.94</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.65</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.86</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11.03</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.66</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="28" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Total Investment Return<SUP>5</SUP><BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on net asset value </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5.55%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.94%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.93%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.39%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2.16)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">4.79%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on market price </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9.13%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.12%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4.17%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">23.33%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2.65)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(11.44)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>6</SUP></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="28" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ratios to Average Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.96%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>7</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.91%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.02%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.91%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.39%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.78%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>7</SUP></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.96%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>7</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.91%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.02%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.90%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.39%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.78%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>7</SUP></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly and excluding interest expense</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.62%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>7,8</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.61%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>8</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.71%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.65%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.94%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.48%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>7</SUP></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6.23%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>7</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.24%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.10%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.40%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8.11%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">5.52%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>7</SUP></FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="28" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Supplemental Data<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net assets, end of period (000) </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;130,551</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;127,455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;118,897</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;122,062</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;112,862</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;127,695</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Borrowings outstanding, end of period (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">48,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">55,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Average borrowings outstanding, during the period (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46,967</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">39,077</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">36,369</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">24,633</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">31,141</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13,788</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Portfolio turnover</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">53%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">91%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">102%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">41%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asset coverage, end of period per $1,000</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,720</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,765</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,086</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4,317</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Commencement of operations.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Net asset value, beginning of period, reflects
     a deduction of $0.675 per share sales charge from initial offering price of $15.00 per share.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Based on average shares outstanding.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Dividends and distributions are determined
     in accordance with federal income tax regulations.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Total investment returns based on market
     price, which can be significantly greater or lesser than the net asset value, may result in substantially different returns.
     Where applicable, total investment returns exclude the effects of any sales charges and include the reinvestment of dividends
     and distributions.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>6</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Aggregate total investment return.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>7</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Annualized.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>8</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">For the six months ended February 28, 2013
     and the year ended August 31, 2012, the total expense ratio after fees waived and paid indirectly and excluding interest
     expense and borrowing costs was 1.57% and 1.52%, respectively.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">52</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_05-52352-financials PAGE POSITION: 6 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_05-52352-financials PAGE POSITION: 7 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 9"><FONT color=gray>Financial Highlights </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 9"><B><FONT color=gray>BlackRock Floating Rate
Income Strategies Fund, Inc. (FRA)<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ROWSPAN="2" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Six Months<BR> Ended<BR>February
28,<BR> 2013<SUP>1</SUP><BR>(Unaudited)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN=19 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Year Ended August 31,</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2012<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2011</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2010</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2009</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2008</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="28" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Per Share Operating Performance<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, beginning of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.98</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.04</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.93</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.25</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.50</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.97</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.91</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.14</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.45</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized and unrealized gain (loss)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.46</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.48</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(3.04</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2.03</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase (decrease) from investment operations </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.60</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.39</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.58</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends and distributions from:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.57</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.93</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.86</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.94</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.29</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Tax return of capital</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.06</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.02</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total dividends and distributions</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.57</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.93</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.92</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.96</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.29</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, end of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.37</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.98</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.04</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.36</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.93</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Market price, end of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.47</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">15.20</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.33</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.61</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12.26</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.49</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="28" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Total Investment Return<SUP>4</SUP><BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on net asset value </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6.53%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>5</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.91%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4.04%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.91%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(8.88)%</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom">&nbsp;</TD>
     <TD WIDTH="5%" STYLE="border-bottom: Black 2px solid; text-align: right; vertical-align: bottom">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2.56)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on market price </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12.50%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>5</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21.74%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2.91)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">27.59%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(3.88)%</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom">&nbsp;</TD>
     <TD WIDTH="5%" STYLE="border-bottom: Black 2px solid; text-align: right; vertical-align: bottom">&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4.28)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="28" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ratios to Average Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.63%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>6,7</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.67%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>8</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.60%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.45%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.96%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.61%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.63%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>6,7</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.67%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>8</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.60%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.45%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.96%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.60%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly and excluding interest expense and income tax</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.25%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>6,7,9</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.35%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>8,10</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.30%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.22%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.31%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.18%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">6.72%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.67%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.44%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.43%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10.18%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">8.49%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="28" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Supplemental Data<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net assets, end of period (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;571,629</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;276,900</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;259,205</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;264,379</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;237,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;295,005</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Borrowings outstanding, end of period (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">208,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">117,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">93,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">53,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">101,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Average borrowings outstanding, during the period (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">189,558</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">88,197</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">79,195</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">48,258</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">50,591</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">102,272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Portfolio turnover</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">53%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">91%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">96%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">58%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">49%</FONT></TD> <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asset coverage, end of period per $1,000</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,748</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,787</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5,988</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,241</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,906</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Consolidated Financial Highlights.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Based on average shares outstanding.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Dividends and distributions are determined
     in accordance with federal income tax regulations.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Total investment returns based on market
     price, which can be significantly greater or lesser than the net asset value, may result in substantially different returns.
     Where applicable, total investment returns exclude the effects of any sales charges and include the reinvestment of dividends
     and distributions.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Aggregate total investment return.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>6</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Annualized.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>7</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Includes reorganization costs associated
     with the Fund&#146;s merger. Without these costs, total expenses, total expenses after fees waived and paid indirectly, and
     total expenses after fees waived and paid indirectly and excluding interest expense would have been 1.60%, 1.60%, and 1.23%,
     respectively.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>8</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Includes reorganization costs associated
     with the Fund&#146;s merger. Without these costs, total expenses, total expenses after fees waived and paid indirectly, and
     total expenses after fees waived and paid indirectly and excluding interest expense would have been 1.61%, 1.61%, and 1.29%,
     respectively.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>9</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">For the six months ended February 28, 2013,
     the total expense ratio after fees waived and paid indirectly and excluding interest expense, borrowing costs and income
     tax was 1.20%.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="8px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>10</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">For the year ended August 31, 2012, the
     total expense ratio after fees waived and paid indirectly and excluding interest expense and borrowing costs was 1.26%.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="ep" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">53<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_05-52352-financials PAGE POSITION: 7 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_05-52352-financials PAGE POSITION: 8 -->
<DIV align=left>
<!-- agabop mode="main" last-style="finhi_footnote" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 9"><FONT color=gray>Financial Highlights </FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 8pt Arial, Helvetica, Sans-Serif; padding-bottom: 9"><B><FONT color=gray>BlackRock Limited
Duration Income Trust (BLW)<BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP ROWSPAN="2" STYLE="text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Six Months<BR> Ended<BR> February
28,<BR> 2013<SUP>1</SUP><BR>(Unaudited)</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN=15 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Year Ended August 31,</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
    <TD COLSPAN="3" ROWSPAN="2" STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Period<BR> November 1,<BR> 2007
to<BR> August 31,<BR> 2008</B></B></FONT></TD>
    <TD>&nbsp;</TD>
    <TD COLSPAN="3" ROWSPAN="2" STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>Year Ended<BR> October 31,<BR>
2007</B></B></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2012<SUP>1</SUP></B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2011</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2010</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B><B>2009</B></B></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD colspan="32" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Per Share Operating Performance<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, beginning of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.79</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.95</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.71</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">19.01</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.66</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.31</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.34</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.01</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.14</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>2</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.50</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net realized and unrealized gain (loss)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.57</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.88</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.37</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.62</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.61</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.76</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.49</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net increase (decrease) from investment operations </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.23</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.97</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.74</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.60</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.62</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.01</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Dividends and distributions from:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.74</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.33</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.24</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.16</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.41</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Net realized gain</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.06</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Tax return of capital</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.03</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)<SUP>3</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total dividends and distributions</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.74</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.33</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.24</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(0.90</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.16</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.19</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(1.50</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net asset value, end of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.87</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17.38</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.79</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.95</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.71</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.52</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Market price, end of period</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.84</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18.00</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.01</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.76</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.09</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">14.57</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16.68</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="32" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Total Investment Return<SUP>4</SUP><BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on net asset value </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7.17%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>5</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">13.86%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5.85%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">19.00%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1.57)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2.60)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5.66%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Based on market price </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">9.10%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>5</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21.68%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.77%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">26.04%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.40%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(5.70)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4.03)%</FONT></TD>
     <TD ALIGN="LEFT" STYLE="border-bottom: Black 2px solid">&nbsp;</TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="32" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Ratios to Average Net Assets<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.13%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.05%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.01%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.82%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.72%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.39%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.16%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.13%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.05%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.00%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.81%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.71%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1.38%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2.14%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Total expenses after fees waived and paid indirectly and excluding interest expense</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">0.91%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.89%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.87%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.73%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.69%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">0.76%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.83%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7.58%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7.82%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7.75%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6.90%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7.42%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">7.84%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>6</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7.92%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR STYLE="vertical-align: bottom">
     <TD STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
     <TD STYLE="text-align: right">&nbsp;</TD>
     <TD NOWRAP STYLE="text-align: left">&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD colspan="32" style="text-align: left; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt; font-family: Arial, Helvetica, Sans-Serif; color: gray"><B><FONT FACE="Arial, Helvetica, sans-serif"
STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT: -6px">Supplemental Data<BR></DIV></FONT></B></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net assets, end of period (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;661,138</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;642,391</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;609,818</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;619,381</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;551,505</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;616,393</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;638,109</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Borrowings outstanding, end of period (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">311,589</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">296,476</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">244,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">123,233</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">64,538</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">109,287</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Average borrowings outstanding, during the period (000)</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">302,037</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">242,396</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">191,303</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">44,160</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,705</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">120,295</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">172,040</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Portfolio turnover</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">38%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">54%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">106%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>7</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">248%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>8</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">287%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>9</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">191%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><SUP>10</SUP></FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">65%</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Asset coverage, end of period per $1,000</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,122</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,167</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,498</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,026</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,551</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,251</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Consolidated Financial Highlights.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Based on average shares outstanding.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>3</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Dividends and distributions are determined
     in accordance with federal income tax regulations.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>4</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Total investment returns based on market
     price, which can be significantly greater or lesser than the net asset value, may result in substantially different returns.
     Where applicable, total investment returns exclude the effects of any sales charges and include the reinvestment of dividends
     and distributions.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>5</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Aggregate total investment return.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>6</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Annualized.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>7</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Includes mortgage dollar roll and to-be-announced
     (&#147;TBA&#148;) transactions. Excluding these transactions, the portfolio turnover would have been 87%.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>8</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Includes mortgage dollar roll transactions.
     Excluding these transactions, the portfolio turnover would have been 113%.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="5px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>9</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Includes mortgage dollar roll transactions.
     Excluding these transactions, the portfolio turnover would have been 79%.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="8px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>10</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Includes TBA transactions. Excluding these
     transactions, the portfolio turnover would have been 24%.</FONT></TD>
</TR>
</TABLE>
<!-- agabop mode="frill" last-style="finhi_footnote" -->
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">See Notes to Financial
Statements.<BR></FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">54</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_05-52352-financials PAGE POSITION: 8 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>



<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT STYLE="color: gray">Notes to Financial Statements <FONT STYLE="font-size: 10pt">(Unaudited)&nbsp;&nbsp;</FONT></FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>1. Organization and Significant Accounting
Policies:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock Defined Opportunity Credit Trust (&#147;BHL&#148;),
BlackRock Floating Rate Income Strategies Fund, Inc. (&#147;FRA&#148;) and BlackRock Limited Duration Income Trust (&#147;BLW&#148;) (collectively, the
&#147;Funds&#148; or individually as a &#147;Fund&#148;) are registered under the 1940 Act, as diversified, closed-end management investment companies.
BHL and BLW are organized as Delaware Statutory trusts. FRA is organized as Maryland corporation. The Funds&#146; financial statements are prepared in
conformity with accounting principles generally accepted in the United States of America (&#147;US GAAP&#148;), which may require management to make
estimates and assumptions that affect the reported amounts of assets and liabilities in the financial statements and the reported amounts of increases
and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates. The Boards of Directors and
the Boards of Trustees of the Funds are collectively referred to throughout this report as the &#147;Board of Directors&#148; or the &#147;Board&#148;,
and the directors/trustees thereof are collectively referred to throughout this report as &#147;Directors&#148;. The Funds determine and make available
for publication the NAV of their Common Shares on a daily basis.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Reorganization:</B> The Board and shareholders of FRA and the
Board and shareholders of each of BlackRock Diversified Strategies Fund, Inc. (&#147;DVF&#148;) and BlackRock Floating Rate Income Strategies Fund II,
Inc., (&#147;FRB&#148;) (individually, a &#147;Target Fund&#148; and collectively the &#147;Target Funds&#148;) approved the reorganization of its
respective Target Fund into FRA pursuant to which FRA acquired substantially all of the assets and substantially all of the liabilities of each Target
Fund in exchange for an equal aggregate value of newly-issued shares of FRA.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each shareholder of a Target Fund received shares of FRA in an
amount equal to the aggregate NAV of such shareholder&#146;s Target Fund shares, as determined at the close of business on October 5, 2012. Cash was
distributed for any fractional shares.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The reorganizations were accomplished by a tax-free exchange of
shares of FRA in the following amounts and at the following conversion ratios:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Target Fund<BR></B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Shares Prior to<BR>
Reorganization</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Conversion Ratio</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Shares of<BR> FRA</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRB</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,585,281</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.91462449</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,681,549</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">DVF</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">12,405,453</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">0.72423797</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">8,984,499</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-bottom: 6pt">Each Target Fund&#146;s net assets and composition of net assets
on October 5, 2012, the date of the reorganization, were as follows:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="7" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Target Funds</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>FRB</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>DVF</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net
assets</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">145,503,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">135,026,897</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Paid-in capital</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">199,061,613</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">228,382,252</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Undistributed (distributions in excess of) net<BR> investment income</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(164,508</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(88,960</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Accumulated net realized loss</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(54,909,880</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(89,378,206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Net unrealized appreciation (depreciation)</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">1,516,022</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(3,888,189</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For financial reporting purposes, assets received and shares
issued by FRA were recorded at fair value. However, the cost basis of the investments being received from the Target Funds were carried forward to
align ongoing reporting of FRA&#146;s realized and unrealized gains and losses with amounts distributable to shareholders for tax
purposes.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The net assets of FRA before the acquisition were $278,016,037.
The aggregate net assets of FRA immediately after the acquisition amounted to $558,546,181. Each Target Fund&#146;s fair value and cost of investments
prior to the reorganization were as follows:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 70%; text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Target Fund<BR></B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Fair Value of<BR> Investments</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Cost of<BR> Investments</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRB</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">220,588,307</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">219,010,017</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">DVF</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">206,051,284</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">209,710,937</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The purpose of these transactions was to combine three funds
managed by the Manager with the same or substantially similar (but not identical) investment objectives, investment policies, strategies, risks and
restrictions. Each reorganization was a tax-free event and was effective on October 5, 2012.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Assuming the acquisition had been completed on September 1, 2012
the beginning of the fiscal reporting period of FRA, the pro forma results of operations for the six months ended February 28, 2013, are as
follows:</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Net investment income: $18,393,758</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Net realized and change in unrealized gain/loss on investments:
$14,776,513</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Net increase/decrease in net assets resulting from operations:
$33,170,271</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Because the combined investment portfolios have been managed as a
single integrated portfolio since the acquisition was completed, it is not practicable to separate the amounts of revenue and earnings of the Target
Funds that have been included in FRA&#146;s Statement of Operations since October 5, 2012.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Reorganization costs incurred in connection with the
reorganization were expensed by FRA.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The following is a summary of significant accounting policies
followed by the Funds:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Basis of Consolidation:</B> The accompanying consolidated
financial statements include the accounts of FRA Subsidiary, LLC and BLW Subsidiary, LLC (the &#147;Taxable Subsidiaries&#148;), all of which are
wholly owned taxable subsidiaries of each Fund. The Taxable Subsidiaries enable the Funds to hold investments in operating companies and still satisfy
Regulated Investment Company (&#147;RIC&#148;) tax requirements. Income earned and gains realized on the investments held by the Taxable Subsidiaries
are taxable to such subsidiaries. A tax provision for income, if any, is shown as income tax in the Consolidated Statements of Operations. A tax
provision for income from realized and unrealized gains, if any, is included as a reduction of realized and unrealized gain (loss) in the Consolidated
Statements of Operations. Each Fund may invest up to 25% of their total</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">55<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><BR>assets in the Taxable Subsidiary. Intercompany accounts and
transactions have been eliminated. The Taxable Subsidiary is subject to the same investment policies and restrictions that apply to the
Funds.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Valuation:</B> US GAAP defines fair value as the price the
Funds would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The
Funds fair value their financial instruments at market value using independent dealers or pricing services under policies approved by the Board. The
Global Valuation Committee is the committee formed by management to develop global pricing policies and procedures and to provide oversight of the
pricing function for the Funds for all financial instruments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds value their bond investments on the basis of last
available bid prices or current market quotations provided by dealers or pricing services. Floating rate loan interests are valued at the mean of the
bid prices from one or more brokers or dealers as obtained from a pricing service. In determining the value of a particular investment, pricing
services may use certain information with respect to transactions in such investments, quotations from dealers, pricing matrixes, market transactions
in comparable investments, various relationships observed in the market between investments and calculated yield measures. Asset-backed and
mortgage-backed securities are valued by independent pricing services using models that consider estimated cash flows of each tranche of the security,
establish a benchmark yield and develop an estimated tranche specific spread to the benchmark yield based on the unique attributes of the tranche.
Financial futures contracts traded on exchanges are valued at their last sale price. Swap agreements are valued utilizing quotes received daily by the
Funds&#146; pricing service or through brokers, which are derived using daily swap curves and models that incorporate a number of market data factors,
such as discounted cash flows, trades and values of the underlying reference instruments. Investments in open-end registered investment companies are
valued at NAV each business day. Short-term securities with remaining maturities of 60 days or less may be valued at amortized cost, which approximates
fair value.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Municipal investments (including commitments to purchase such
investments on a &#147;when-issued&#148; basis) are valued on the basis of prices provided by dealers or pricing services. In determining the value of
a particular investment, pricing services may use certain information with respect to transactions in such investments, quotations from dealers,
pricing matrixes, market transactions in comparable investments and information with respect to various relationships between
investments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Equity investments traded on a recognized securities exchange or
the NASDAQ Global Market System (&#147;NASDAQ&#148;) are valued at the last reported sale price that day or the NASDAQ official closing price, if
applicable. For equity investments traded on more than one exchange, the last reported sale price on the exchange where the stock is primarily traded
is used. Equity investments traded on a recognized exchange for which there were no sales on that day are valued at the last available bid (long
positions) or ask (short positions) price. If no bid or ask price is available, the prior day&#146;s price will be used, unless it is determined that
such prior day&#146;s price no longer reflects the fair value of the security.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Securities and other assets and liabilities denominated in foreign
currencies are translated into US dollars using exchange rates determined as of the close of business on the New York Stock Exchange
(&#147;NYSE&#148;). Foreign currency exchange contracts are valued at the mean between the bid and ask prices and are determined as of the close of
business on the NYSE. Interpolated values are derived when the settlement date of the contract is an interim date for which quotations are not
available.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Exchange-traded options are valued at the mean between the last
bid and ask prices at the close of the options market in which the options trade. An exchange-traded option for which there is no mean price is valued
at the last bid (long positions) or ask (short positions) price. If no bid or ask price is available, the prior day&#146;s price will be used, unless
it is determined that the prior day&#146;s price no longer reflects the fair value of the option. Over-the-counter (&#147;OTC&#148;) options and
swaptions are valued by an independent pricing service using a mathematical model, which incorporates a number of market data factors, such as the
trades and prices of the underlying instruments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In the event that application of these methods of valuation
results in a price for an investment that is deemed not to be representative of the market value of such investment, or if a price is not available,
the investment will be valued by the Global Valuation Committee, or its delegate, in accordance with a policy approved by the Board as reflecting fair
value (&#147;Fair Value Assets&#148;). When determining the price for Fair Value Assets, the Global Valuation Committee, or its delegate, seeks to
determine the price that each Fund might reasonably expect to receive from the current sale of that asset in an arm&#146;s-length transaction. Fair
value determinations shall be based upon all available factors that the Global Valuation Committee deem relevant consistent with the principles of fair
value measurement, which include the market approach, income approach and/or in the case of recent investments, the cost approach, as appropriate. A
market approach generally consists of using comparable market transactions. The income approach generally is used to discount future cash flows to
present value and adjusted for liquidity as appropriate. These factors include but are not limited to: (i) attributes specific to the investment or
asset; (ii) the principal market for the investment or asset; (iii) the customary participants in the principal market for the investment or asset;
(iv) data assumptions by market participants for the investment or asset, if reasonably available; (v) quoted prices for similar investments or assets
in active markets; and (vi) other factors, such as future cash flows, interest rates, yield curves, volatilities, prepayment speeds, loss severities,
credit risks, recovery rates, liquidation amounts and/or default rates. Due to the inherent uncertainty of valuations of such investments, the fair
values may differ from the values that would have been used had an active market existed. The Global Valuation Committee, or its delegate, employs
various methods for calibrating valuation approaches for investments where an active market does not exist, including regular due diligence of the
Funds&#146; pricing vendors, a regular review of key inputs and assumptions, transactional back-testing or disposition analysis to compare unrealized
gains and losses to realized gains and losses, reviews of missing or stale prices and large movements in market values and reviews of any market
related activity. The pricing of all Fair Value Assets is subsequently reported to the Board or a committee thereof on a quarterly
basis.</FONT></DIV></P>
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<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Generally, trading in foreign instruments is substantially
completed each day at various times prior to the close of business on the NYSE. Occasionally, events affecting the values of such instruments may occur
between the foreign market close and the close of business on the NYSE that may not be reflected in the computation of the Funds&#146; net assets. If
events (for example, a company announcement, market volatility or a natural disaster) occur during such periods that are expected to affect the value
of such instruments materially, those instruments may be Fair Value Assets and be valued at their fair value, as determined in good faith by the Global
Valuation Committee using a pricing service and/or policies approved by the Board.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Foreign Currency:</B> The Funds&#146; books and records are
maintained in US dollars. Purchases and sales of investment securities are recorded at the rates of exchange prevailing on the respective date of such
transactions. Generally, when the US dollar rises in value against a foreign currency, the Funds&#146; investments denominated in that currency will
lose value because that currency is worth fewer US dollars; the opposite effect occurs if the US dollar falls in relative value.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds do not isolate the portion of the results of operations
arising as a result of changes in the foreign exchange rates from the changes in the market prices of investments held or sold for financial reporting
purposes. Accordingly, the effects of changes in foreign currency exchange rates on investments are not segregated on the Statement of Operations from
the effects of changes in market prices of those investments but are included as a component of net realized and unrealized gain (loss) from
investments. The Funds report realized currency gains (losses) on foreign currency related transactions as components of net realized gain (loss) for
financial reporting purposes, whereas such components are treated as ordinary income for federal income tax purposes.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Asset-Backed and Mortgage-Backed Securities:</B> The Funds may
invest in asset-backed securities. Asset-backed securities are generally issued as pass-through certificates, which represent undivided fractional
ownership interests in an underlying pool of assets, or as debt instruments, which are also known as collateralized obligations, and are generally
issued as the debt of a special purpose entity organized solely for the purpose of owning such assets and issuing such debt. Asset-backed securities
are often backed by a pool of assets representing the obligations of a number of different parties. The yield characteristics of certain asset-backed
securities may differ from traditional debt securities. One such major difference is that all or a principal part of the obligations may be prepaid at
any time because the underlying assets (i.e., loans) may be prepaid at any time. As a result, a decrease in interest rates in the market may result in
increases in the level of prepayments as borrowers, particularly mortgagors, refinance and repay their loans. An increased prepayment rate with respect
to an asset-backed security subject to such a prepayment feature will have the effect of shortening the maturity of the security. In addition, a Fund
may have to subsequently reinvest the proceeds at lower interest rates. If a Fund has purchased such an asset-backed security at a premium, a faster
than anticipated prepayment rate could result in a loss of principal to the extent of the premium paid.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may purchase certain mortgage pass-through securities.
There are a number of important differences among the agencies and instrumentalities of the US government that issue mortgage-related securities and
among the securities that they issue. For example, mortgage-related securities guaranteed by Ginnie Mae are guaranteed as to the timely payment of
principal and interest by Ginnie Mae and such guarantee is backed by the full faith and credit of the United States. However, mortgage-related
securities issued by Freddie Mac and Fannie Mae, including Freddie Mac and Fannie Mae guaranteed mortgage pass-through certificates, which are solely
the obligations of Freddie Mac and Fannie Mae, are not backed by or entitled to the full faith and credit of the United States but are supported by the
right of the issuer to borrow from the Treasury.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Collateralized Debt Obligations:</B> Certain Funds may invest
in collateralized debt obligations (&#147;CDOs&#148;), which include collateralized bond obligations (&#147;CBOs&#148;) and collateralized loan
obligations (&#147;CLOs&#148;). CBOs and CLOs, are types of asset-backed securities. A CDO is a bankruptcy remote entity, which is backed by a
diversified pool of debt securities (CBOs) or syndicated bank loans (CLOs). The cash flows of the CDO can be split into multiple segments, called
&#147;tranches&#148;, which will vary in risk profile and yield. The riskiest segment is the subordinated or &#147;equity&#148; tranche. This tranche
bears the greatest risk of defaults from the underlying assets in the CDO and serves to protect the other, more senior, tranches from default in all
but the most severe circumstances. Since it is shielded from defaults by the more junior tranches, a &#147;senior&#148; tranche will typically have
higher credit ratings and lower yields than their underlying securities, and often receive investment grade ratings from one or more of the nationally
recognized rating agencies. Despite the protection from the more junior tranches, senior tranches can experience substantial losses due to actual
defaults, increased sensitivity to future defaults and the disappearance of one or more protecting tranches as a result of changes in the credit
profile of the underlying pool of assets.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Multiple Class Pass-Through Securities:</B> Certain Trusts may
invest in multiple class pass-through securities, including collateralized mortgage obligations (&#147;CMOs&#148;) and commercial mortgage-backed
securities. These multiple class securities may be issued by Ginnie Mae, US government agencies or instrumentalities or by trusts formed by private
originators of, or investors in, mortgage loans. In general, CMOs are debt obligations of a legal entity that are collateralized by, and multiple class
pass-through securities represent direct ownership interests in, a pool of residential or commercial mortgage loans or mortgage pass-through securities
(the &#147;Mortgage Assets&#148;), the payments on which are used to make payments on the CMOs or multiple pass-through securities. Classes of CMOs
include interest only (&#147;IOs&#148;), principal only (&#147;POs&#148;), planned amortization classes and targeted amortization classes. IOs and POs
are stripped mortgage-backed securities representing interests in a pool of mortgages, the cash flow from which has been separated into interest and
principal components. IOs receive the interest portion of the cash flow while POs receive the principal portion. IOs and POs can be extremely volatile
in response to changes in interest rates. As interest rates rise and fall, the value of IOs tends to move in the same direction as interest rates. POs
perform best when prepayments on the underlying mortgages rise since this increases the rate at which the principal is returned and the yield
to</FONT></DIV></P>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><BR>maturity on the PO. When payments on mortgages underlying a PO
are slower than anticipated, the life of the PO is lengthened and the yield to maturity is reduced. If the underlying Mortgage Assets experience
greater than anticipated pre-payments of principal, the Trusts may not fully recoup their initial investment in IOs.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Stripped Mortgage-Backed Securities:</B> Certain Trusts may
invest in stripped mortgage-backed securities issued by the US government, its agencies and instrumentalities. Stripped mortgage-backed securities are
usually structured with two classes that receive different proportions of the interest (IOs) and principal (POs) distributions on a pool of Mortgage
Assets. The Trusts also may invest in stripped mortgage-backed securities that are privately issued.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Zero-Coupon Bonds:</B> The Funds may invest in zero-coupon
bonds, which are normally issued at a significant discount from face value and do not provide for periodic interest payments. Zero-coupon bonds may
experience greater volatility in market value than similar maturity debt obligations which provide for regular interest payments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Capital Trusts:</B> Certain Trusts may invest in capital
trusts. These securities are typically issued by corporations, generally in the form of interest-bearing notes with preferred securities
characteristics, or by an affiliated business trust of a corporation, generally in the form of beneficial interests in subordinated debentures or
similarly structured securities. The securities can be structured as either fixed or adjustable coupon securities that can have either a perpetual or
stated maturity date. Dividends can be deferred without creating an event of default or acceleration, although maturity cannot take place unless all
cumulative payment obligations have been met. The deferral of payments does not affect the purchase or sale of these securities in the open market.
Payments on these securities are treated as interest rather than dividends for federal income tax purposes. These securities generally are rated below
that of the issuing company&#146;s senior debt securities.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Preferred Stock:</B> Certain Funds may invest in preferred
stock. Preferred stock has a preference over common stock in liquidation (and generally in receiving dividends as well) but is subordinated to the
liabilities of the issuer in all respects. As a general rule, the market value of preferred stock with a fixed dividend rate and no conversion element
varies inversely with interest rates and perceived credit risk, while the market price of convertible preferred stock generally also reflects some
element of conversion value. Because preferred stock is junior to debt securities and other obligations of the issuer, deterioration in the credit
quality of the issuer will cause greater changes in the value of a preferred stock than in a more senior debt security with similar stated yield
characteristics. Unlike interest payments on debt securities, preferred stock dividends are payable only if declared by the issuer&#146;s board of
directors. Preferred stock also may be subject to optional or mandatory redemption provisions.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Floating Rate Loan Interests:</B> The Funds may invest in
floating rate loan interests. The floating rate loan interests the Funds hold are typically issued to companies (the &#147;borrower&#148;) by banks,
other financial institutions, and privately and publicly offered corporations (the &#147;lender&#148;). Floating rate loan interests are generally
non-investment grade, often involve borrowers whose financial condition is troubled or uncertain and companies that are highly leveraged. The Funds may
invest in obligations of borrowers who are in bankruptcy proceedings. Floating rate loan interests may include fully funded term loans or revolving
lines of credit. Floating rate loan interests are typically senior in the corporate capital structure of the borrower. Floating rate loan interests
generally pay interest at rates that are periodically determined by reference to a base lending rate plus a premium. The base lending rates are
generally the lending rate offered by one or more European banks, such as the London Interbank Offered Rate (&#147;LIBOR&#148;), the prime rate offered
by one or more US banks or the certificate of deposit rate. Floating rate loan interests may involve foreign borrowers, and investments may be
denominated in foreign currencies. The Funds consider these investments to be investments in debt securities for purposes of its investment
policies.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">When a Fund purchases a floating rate loan interest it may receive
a facility fee and when it sells a floating rate loan interest it may pay a facility fee. On an ongoing basis, the Funds may receive a commitment fee
based on the undrawn portion of the underlying line of credit amount of a floating rate loan interest. Facility and commitment fees are typically
amortized to income over the term of the loan or term of the commitment, respectively. Consent and amendment fees are recorded to income as earned.
Prepayment penalty fees, which may be received by the Funds upon the prepayment of a floating rate loan interest by a borrower, are recorded as
realized gains. The Funds may invest in multiple series or tranches of a loan. A different series or tranche may have varying terms and carry different
associated risks.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Floating rate loan interests are usually freely callable at the
borrower&#146;s option. The Funds may invest in such loans in the form of participations in loans (&#147;Participations&#148;) or assignments
(&#147;Assignments&#148;) of all or a portion of loans from third parties. Participations typically will result in the Funds having a contractual
relationship only with the lender, not with the borrower. The Funds will have the right to receive payments of principal, interest and any fees to
which it is entitled only from the lender selling the Participation and only upon receipt by the lender of the payments from the borrower. In
connection with purchasing Participations, the Funds generally will have no right to enforce compliance by the borrower with the terms of the loan
agreement, nor any rights of offset against the borrower, and the Funds may not benefit directly from any collateral supporting the loan in which it
has purchased the Participation. As a result, the Funds will assume the credit risk of both the borrower and the lender that is selling the
Participation. The Funds&#146; investment in loan participation interests involves the risk of insolvency of the financial intermediaries who are
parties to the transactions. In the event of the insolvency of the lender selling the Participation, the Funds may be treated as a general creditor of
the lender and may not benefit from any offset between the lender and the borrower. Assignments typically result in the Funds having a direct
contractual relationship with the borrower, and the Funds may enforce compliance by the borrower with the terms of the loan agreement.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Forward Commitments and When-Issued Delayed Delivery
Securities:</B> The Funds may purchase securities on a when-issued basis and may purchase or sell securities on a forward commitment basis. Settlement
of such transactions normally occurs within a month or more after the purchase or</FONT></DIV></P>
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STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><BR>sale commitment is made. The Funds may purchase securities
under such conditions with the intention of actually acquiring them, but may enter into a separate agreement to sell the securities before the
settlement date. Since the value of securities purchased may fluctuate prior to settlement, the Funds may be required to pay more at settlement than
the security is worth. In addition, the Funds are not entitled to any of the interest earned prior to settlement. When purchasing a security on a
delayed delivery basis, the Funds assume the rights and risks of ownership of the security, including the risk of price and yield fluctuations. In the
event of default by the counterparty, the Funds&#146; maximum amount of loss is the unrealized appreciation of unsettled when-issued transactions,
which is shown in the Schedules of Investments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Reverse Repurchase Agreements:</B> Certain Funds may enter into
reverse repurchase agreements with qualified third party broker-dealers. In a reverse repurchase agreement, the Funds sell securities to a bank or
broker-dealer and agrees to repurchase the same securities at a mutually agreed upon date and price. Securities sold under reverse repurchase
agreements are recorded as a liability in the Statement of Assets and Liabilities at face value including accrued interest. Due to the short-term
nature of the reverse repurchase agreements, face value approximates fair value. During the term of the reverse repurchase agreement, the Funds
continue to receive the principal and interest payments on these securities. Certain agreements have no stated maturity and can be terminated by either
party at any time. Interest on the value of the reverse repurchase agreements issued and outstanding is based upon competitive market rates determined
at the time of issuance. The Funds may utilize reverse repurchase agreements when it is anticipated that the interest income to be earned from the
investment of the proceeds of the transaction is greater than the interest expense of the transaction. Reverse repurchase agreements involve leverage
risk and also the risk that the market value of the securities that the Funds are obligated to repurchase under the agreement may decline below the
repurchase price. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, the Funds&#146;
use of the proceeds of the agreement may be restricted while the other party, or its trustee or receiver, determines whether or not to enforce the
Funds&#146; obligation to repurchase the securities.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Segregation and Collateralization:</B> In cases in which the
1940 Act and the interpretive positions of the Securities and Exchange Commission (&#147;SEC&#148;) require that the Funds either deliver collateral or
segregate assets in connection with certain investments (e.g., financial futures contracts, foreign currency exchange contracts and swaps), or certain
borrowings (e.g., reverse repurchase agreements and loan payable), the Funds will, consistent with SEC rules and/or certain interpretive letters issued
by the SEC, segregate collateral or designate on its books and records cash or liquid securities having a market value at least equal to the amount
that would otherwise be required to be physically segregated. Furthermore, based on requirements and agreements with certain exchanges and third party
broker-dealers, each party to such transactions has requirements to deliver/deposit securities as collateral for certain investments.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Investment Transactions and Investment Income:</B> For
financial reporting purposes, investment transactions are recorded on the dates the transactions are entered into (the trade dates). Realized gains and
losses on investment transactions are determined on the identified cost basis. Dividend income is recorded on the ex-dividend dates. Dividends from
foreign securities where the ex-dividend date may have passed are subsequently recorded when the Funds are informed of the ex-dividend date. Under the
applicable foreign tax laws, a withholding tax at various rates may be imposed on capital gains, dividends and interest. Upon notification from
issuers, some of the dividend income received from a real estate investment trust may be redesignated as a reduction of cost of the related investment
and/or realized gain. Interest income, including amortization and accretion of premiums and discounts on debt securities, is recognized on the accrual
basis.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Dividends and Distributions:</B> Dividends from net investment
income are declared and paid monthly. Distributions of capital gains are recorded on the ex-dividend dates. The portion of dividends and distributions
that exceeds a Fund&#146;s current and accumulated earnings and profits, which are measured on a tax basis, may be treated as a tax return of capital.
Distributions in excess of a Fund&#146;s taxable income and net capital gains, but not in excess of a Fund&#146;s earnings and profits, will be taxable
to shareholders as ordinary income and will not constitute a nontaxable return of capital. Capital losses carried forward from years beginning before
2011 do not reduce earnings and profits, even if such carried forward losses offset current year realized gains. The character and timing of dividends
and distributions are determined in accordance with federal income tax regulations, which may differ from US GAAP.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Income Taxes:</B> It is each Fund&#146;s policy to comply with
the requirements of the Internal Revenue Code of 1986, as amended, applicable to regulated investment companies and to distribute substantially all of
its taxable income to its shareholders. Therefore, no federal income tax provision is required.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Fund files US federal and various state and local tax
returns. No income tax returns are currently under examination. The statute of limitations on the Funds&#146; US federal tax returns remains open for
each of the four years ended August 31, 2012. The statutes of limitations on the Funds&#146; state and local tax returns may remain open for an
additional year depending upon the jurisdiction. Management does not believe there are any uncertain tax positions that require recognition of a tax
liability.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Recent Accounting Standards:</B> In December 2011, the
Financial Accounting Standards Board (the &#147;FASB&#148;) issued guidance that will expand current disclosure requirements on the offsetting of
certain assets and liabilities. The new disclosures will be required for investments and derivative financial instruments subject to master netting or
similar agreements, which are eligible for offset in the Statements of Assets and Liabilities and will require an entity to disclose both gross and net
information about such investments and transactions in the financial statements. In January 2013, the FASB issued guidance that clarifies which
investments and transactions are subject to the offsetting disclosure requirements. The scope of the disclosure requirements for offsetting will be
limited to derivative instruments, repurchase agreements and reverse</FONT></DIV></P>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><BR>repurchase agreements, and securities borrowing and securities
lending transactions. The guidance is effective for financial statements with fiscal years beginning on or after January 1, 2013, and interim periods
within those fiscal years. Management is evaluating the impact of this guidance on the Funds&#146; financial statement disclosures.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Deferred Compensation Plan:</B> Under the Deferred Compensation
Plan (the &#147;Plan&#148;) approved by each Fund&#146;s Board, the independent Directors (&#147;Independent Directors&#148;) may defer a portion of
their annual complex-wide compensation. Deferred amounts earn an approximate return as though equivalent dollar amounts had been invested in common
shares of certain other BlackRock Closed-End Funds selected by the Independent Directors. This has the same economic effect for the Independent
Directors as if the Independent Directors had invested the deferred amounts directly in certain other BlackRock Closed-End Funds.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Plan is not funded and obligations thereunder represent
general unsecured claims against the general assets of each Fund. Deferred compensation liabilities are included in officer&#146;s and directors&#146;
fees payable in the Statements of Assets and Liabilities and will remain as a liability of the Funds until such amounts are distributed in accordance
with the Plan.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Other:</B> Expenses directly related to a Fund are charged to
that Fund. Other operating expenses shared by several funds are pro rated among those funds on the basis of relative net assets or other appropriate
methods.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds have an arrangement with the custodian whereby fees may
be reduced by credits earned on uninvested cash balances, which, if applicable, are shown as fees paid indirectly in the Statements of Operations. The
custodian imposes fees on overdrawn cash balances, which can be offset by accumulated credits earned or may result in additional custody
charges.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>2. Derivative Financial Instruments:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds engage in various portfolio investment strategies using
derivative contracts both to increase the returns of the Funds and/or to economically hedge, or protect, their exposure to certain risks such as credit
risk, equity risk, interest rate risk, foreign currency exchange rate risk. These contracts may be transacted on an exchange or OTC.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Losses may arise if the value of the contract decreases due to an
unfavorable change in the market rates or values of the underlying instrument or if the counterparty does not perform under the contract. The
Funds&#146; maximum risk of loss from counterparty credit risk on OTC derivatives is generally the aggregate unrealized gain netted against any
collateral pledged by/posted to the counterparty. For OTC options purchased, the Funds bear the risk of loss in the amount of the premiums paid plus
the positive change in market values net of any collateral received on the options should the counterparty fail to perform under the contracts. Options
written by the Funds do not give rise to counterparty credit risk, as options written obligate the Funds and not the counterparty to perform.
Counterparty risk related to exchange-traded financial futures contracts and options and centrally cleared swaps is deemed to be minimal due to the
protection against defaults provided by the exchange on which these contracts trade.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may mitigate counterparty risk by procuring collateral
and through netting provisions included within an International Swaps and Derivatives Association, Inc. master agreement (&#147;ISDA Master
Agreement&#148;) implemented between a Fund and each of its respective counterparties. An ISDA Master Agreement allows each Fund to offset with each
separate counterparty certain derivative financial instrument&#146;s payables and/or receivables with collateral held. The amount of collateral moved
to/from applicable counterparties is generally based upon minimum transfer amounts of up to $500,000. To the extent amounts due to the Funds from their
counterparties are not fully collateralized, contractually or otherwise, the Funds bear the risk of loss from counterparty non-performance. See Note 1
&#147;Segregation and Collateralization&#148; for information with respect to collateral practices. In addition, the Funds manage counterparty risk by
entering into agreements only with counterparties that it believes have the financial resources to honor their obligations and by monitoring the
financial stability of those counterparties.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Certain ISDA Master Agreements allow counterparties to OTC
derivatives to terminate derivative contracts prior to maturity in the event the Funds&#146; net assets decline by a stated percentage or the Funds
fail to meet the terms of its ISDA Master Agreements, which would cause the Funds to accelerate payment of any net liability owed to the
counterparty.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Financial Futures Contracts:</B> The Funds purchase or sell
financial futures contracts and options on financial futures contracts to gain exposure to, or economically hedge against, changes in interest rates
(interest rate risk). Financial futures contracts are agreements between the Funds and a counterparty to buy or sell a specific quantity of an
underlying instrument at a specified price and at a specified date. Depending on the terms of the particular contract, financial futures contracts are
settled either through physical delivery of the underlying instrument on the settlement date or by payment of a cash settlement amount on the
settlement date. Pursuant to the contract, the Funds agree to receive from or pay to the broker an amount of cash equal to the daily fluctuation in
value of the contract. Such receipts or payments are known as variation margin and are recorded by the Funds as unrealized appreciation or
depreciation. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the value of the contract at the
time it was opened and the value at the time it was closed. The use of financial futures contracts involves the risk of an imperfect correlation in the
movements in the price of financial futures contracts, interest or foreign currency exchange rates and the underlying assets.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Foreign Currency Exchange Contracts:</B> The Funds enter into
foreign currency exchange contracts as an economic hedge against either specific transactions or portfolio instruments or to obtain exposure to foreign
currencies (foreign currency exchange rate risk). A foreign currency exchange contract is an agreement between two parties to buy and sell a currency
at a set exchange rate on a future date. Foreign currency exchange contracts, when used by the Funds, help to manage the overall</FONT></DIV></P>
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<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><BR>exposure to the currencies in which some of the investments
held by the Funds are denominated. The contract is marked-to-market daily and the change in market value is recorded by the Funds as an unrealized gain
or loss. When the contract is closed, the Funds record a realized gain or loss equal to the difference between the value at the time it was opened and
the value at the time it was closed. The use of foreign currency exchange contracts involves the risk that the value of a foreign currency exchange
contract changes unfavorably due to movements in the value of the referenced foreign currencies and the risk that the counterparty to the contract does
not perform its obligations under the agreement.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Options:</B> The Funds purchase and write call and put options
to increase or decrease their exposure to underlying instruments (equity and/or interest rate risk) and/or, in the case of options written, to generate
gains from options premiums. A call option gives the purchaser (holder) of the option the right (but not the obligation) to buy, and obligates the
seller (writer) to sell (when the option is exercised), the underlying instrument at the exercise or strike price at any time or at a specified time
during the option period. A put option gives the holder the right to sell and obligates the writer to buy the underlying instrument at the exercise or
strike price at any time or at a specified time during the option period. When the Funds purchase (write) an option, an amount equal to the premium
paid (received) by the Funds is reflected as an asset (liability). The amount of the asset (liability) is subsequently marked-to-market to reflect the
current market value of the option purchased (written). When an instrument is purchased or sold through an exercise of an option, the related premium
paid (or received) is added to (or deducted from) the basis of the instrument acquired or deducted from (or added to) the proceeds of the instrument
sold. When an option expires (or the Funds enter into a closing transaction), the Funds realize a gain or loss on the option to the extent of the
premiums received or paid (or gain or loss to the extent the cost of the closing transaction exceeds the premiums received or paid). When the Funds
write a call option, such option is &#147;covered,&#148; meaning that the Funds holds the underlying instrument subject to being called by the option
counterparty. When the Funds write a put option, such option is covered by cash in an amount sufficient to cover the obligation.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Options on swaps (swaptions) are similar to options on securities
except that instead of selling or purchasing the right to buy or sell a security, the writer or purchaser of the swap option is granting or buying the
right to enter into a previously agreed upon interest rate or credit default swap agreement (interest rate risk and/or credit risk) at any time before
the expiration of the option.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In purchasing and writing options, the Funds bear the risk of an
unfavorable change in the value of the underlying instrument or the risk that the Funds may not be able to enter into a closing transaction due to an
illiquid market. Exercise of a written option could result in the Funds purchasing or selling a security at a price different from the current market
value.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Swaps:</B> The Funds enter into swap agreements, in which the
Funds and a counterparty agree either to make periodic net payments on a specified notional amount or a net payment upon termination. Swap agreements
are privately negotiated in the OTC market and may be entered into as a bilateral contract or centrally cleared (&#147;centrally cleared swaps&#148;).
In a centrally cleared swap, immediately following execution of the swap agreement, the swap agreement is novated to a central counterparty (the
&#147;CCP&#148;) and the Funds face the CCP through a future commission merchant. Unlike a bilateral swap agreement, for centrally cleared swaps, the
Funds have no credit exposure to the counterparty as the CCP stands between the Funds and the counterparty. These payments received or made by the
Funds are recorded in the Statements of Operations as realized gains or losses, respectively. Any upfront fees paid are recorded as assets and any
upfront fees received are recorded as liabilities and are shown as swap premiums paid and swap premiums received, respectively in the Statements of
Assets and Liabilities and amortized over the term of the swap. Swaps are marked-to-market daily and changes in value are recorded as unrealized
appreciation (depreciation). The daily change in valuation of centrally cleared swaps, if any, is recorded as a receivable or payable for variation
margin in the Statements of Assets and Liabilities. When the swap is terminated, the Funds will record a realized gain or loss equal to the difference
between the proceeds from (or cost of) the closing transaction and the Funds&#146; basis in the contract, if any. Generally, the basis of the contracts
is the premium received or paid. Swap transactions involve, to varying degrees, elements of interest rate, credit and market risk in excess of the
amounts recognized in the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these
agreements, that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in
the agreements, and that there may be unfavorable changes in interest rates and/or market values associated with these transactions.</FONT></DIV></P>
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     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Credit default swaps &#151; The Funds enter into credit default
swaps to manage their exposure to the market or certain sectors of the market, to reduce their risk exposure to defaults of corporate and/or sovereign
issuers or to create exposure to corporate and/or sovereign issuers to which they are not otherwise exposed (credit risk). The Funds enter into credit
default swap agreements to provide a measure of protection against the default of an issuer (as buyer of protection) and/or gain credit exposure to an
issuer to which it is not otherwise exposed (as seller of protection). The Funds may either buy or sell (write) credit default swaps on single-name
issuers (corporate or sovereign), a combination or basket of single-name issuers or traded indexes. Credit default swaps on single-name issuers are
agreements in which the buyer pays fixed periodic payments to the seller in consideration for a guarantee from the seller to make a specific payment
should a negative credit event take place with respect to the referenced entity (e.g., bankruptcy, failure to pay, obligation accelerators,
repudiation, moratorium or restructuring). Credit default swaps on traded indexes are agreements in which the buyer pays fixed periodic payments to the
seller in consideration for a guarantee from the seller to make a specific payment should a write-down, principal or interest shortfall or default of
all or individual underlying securities included in the index occurs. As a buyer, if an underlying credit event occurs, the Funds will either receive
from the seller an amount equal to the notional amount of the swap and deliver the referenced security or underlying securities comprising the index or
receive a net settlement of cash equal to the notional amount of</FONT></TD>
</TR>
</TABLE>
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<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">61<BR></TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
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<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ><BR></DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">the swap less the recovery value of the security or underlying
securities comprising the index. As a seller (writer), if an underlying credit event occurs, the Funds will either pay the buyer an amount equal to the
notional amount of the swap and take delivery of the referenced security or underlying securities comprising the index or pay a net settlement of cash
equal to the notional amount of the swap less the recovery value of the security or underlying securities comprising the index.</FONT></TD>
</TR>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="2%" ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV >&#149;&nbsp;&nbsp;</DIV></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT">&nbsp;</TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2">Interest rate swaps &#151; The Trusts enter into interest rate
swaps to gain or reduce exposure to interest rates or to manage duration, the yield curve or interest rate risk by economically hedging the value of
the fixed rate bonds, which may decrease when interest rates rise (interest rate risk). Interest rate swaps are agreements in which one party pays a
stream of interest payments, either fixed or floating , for another party&#146;s stream of interest payments, either fixed or floating, on the same
notional amount for a specified period of time. Interest rate floors, which are a type of interest rate swap, are agreements in which one party agrees
to make payments to the other party to the extent that interest rates fall below a specified rate or floor in return for a premium. In more complex
swaps, the notional principal amount may decline (or amortize) over time. </FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><DIV ALIGN="LEFT" STYLE="margin-bottom: 0pt"><FONT STYLE="font-size: 9pt"><B>Derivative Financial Instruments Categorized by Risk Exposure:</B></FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP COLSPAN="17" STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Fair Values of Derivative Financial Instruments as of February 28, 2013</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT> </TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center"></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP COLSPAN="13" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Asset Derivatives</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center"></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 9pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BHL</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
    <TD><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></TD>
    <TD NOWRAP COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>FRA</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT> <FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"></FONT></TD>
    <TD><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></TD>
    <TD NOWRAP COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BLW</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 9pt"><HR SIZE=1
     NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Statements of Assets</B></FONT><FONT STYLE="font-size: 9pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>and Liabilities Location</B></FONT><HR SIZE=1 NOSHADE COLOR="#000000"
     ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 9pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP COLSPAN="11" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Value</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; vertical-align: top; width: 100%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Interest rate contracts</FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">Net unrealized appreciation/depreciation<SUP>1</SUP>;</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">160,762</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; vertical-align: top"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Foreign currency exchange contracts</FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">Unrealized appreciation on foreign<BR> currency exchange contracts</FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">156,557</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">616,559</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,824,995</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; vertical-align: top"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Credit contracts</FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Unrealized appreciation on swaps<SUP>1</SUP>;</FONT></DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">66,901</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">372,158</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">690,734</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; vertical-align: top"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Total<BR></FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;223,458</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;988,717</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="border-bottom: Black 2px solid"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;3,676,491</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: Black 2px solid; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TABLE><BR>

<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP COLSPAN="13" STYLE="border-top: Black 1pt solid; text-align: center; padding-top: 6pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Liability Derivatives</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center"></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 9pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BHL</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
    <TD><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></TD>
    <TD NOWRAP COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>FRA</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
    <TD STYLE="text-align: left; vertical-align: bottom"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></TD>
    <TD NOWRAP COLSPAN="3" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BLW</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center"><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 9pt"><HR SIZE=1
     NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Statements of Assets</B></FONT><FONT STYLE="font-size: 9pt"><BR>
     <FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>and Liabilities Location</B></FONT><HR SIZE=1 NOSHADE COLOR="#000000"
     ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 9pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP COLSPAN="11" STYLE="text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Value</B></FONT><FONT STYLE="font-size: 9pt"><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; vertical-align: top"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Interest rate contracts</FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">Net unrealized appreciation/depreciation<SUP>1</SUP>;<BR> Unrealized depreciation on swaps<SUP>1</SUP></FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">219,130</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; vertical-align: top"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Foreign currency exchange contracts</FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">Unrealized depreciation on foreign<BR> currency exchange contracts</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">14,902</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">47,438</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; vertical-align: top; width: 100%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Credit contracts</FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Unrealized depreciation on swaps<SUP>1</SUP>;</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">245,737</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">1,354,739</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: windowtext 1pt solid; text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">2,233,226</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: windowtext 1pt solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD STYLE="text-align: left; vertical-align: top; width: 100%"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px"><FONT STYLE="font-size: 9pt">Total<BR></FONT></DIV></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></DIV></FONT></TD>
     <TD STYLE="width: 5%"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;245,737</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;1,369,641</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 2px solid; text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;2,499,794</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 2px solid"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD NOWRAP STYLE="text-align: left; padding-bottom: 9"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD STYLE="text-align: left; padding-bottom: 9"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="width: 98%; text-align: left; padding-bottom: 9"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Includes cumulative appreciation/depreciation
     on financial futures contracts and centrally cleared swaps, if any, as reported in the Schedules of Investments. Only current
     day&#146;s variation margin is reported within the Statements of Assets and Liabilities.</FONT></TD>
</TR>
</TABLE>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD COLSPAN="16" NOWRAP STYLE="width: 70%; text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>The
     Effect of Derivative Financial Instruments in the Statements of Operations</B></FONT><FONT STYLE="font-size: 9pt"><BR><FONT STYLE="font-family: Arial, Helvetica, sans-serif"><B>
     Six Months Ended February 28, 2013</B></FONT><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="70%" nowrap ALIGN="CENTER"></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD COLSPAN=11 nowrap ALIGN="CENTER"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Net Realized Gain (Loss) From</B></FONT><FONT STYLE="font-size: 9pt"><HR
SIZE=1
     NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="70%" nowrap ALIGN="CENTER"><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 9pt"><HR SIZE=1
     NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BHL</B></FONT><FONT STYLE="font-size: 9pt"><HR
     SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 9pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>FRA</B></FONT><FONT STYLE="font-size: 9pt"><HR
     SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT><FONT STYLE="font-size: 9pt"><HR
     SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>BLW</B></FONT><FONT STYLE="font-size: 9pt"><HR
     SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">Interest rate contracts:<BR></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><FONT STYLE="font-size: 9pt">Financial futures contracts</FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">6,891</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">Foreign currency exchange contracts:<BR></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><FONT STYLE="font-size: 9pt">Foreign currency transactions</FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(345,936</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(975,272</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(2,576,120</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">Credit contracts:<BR></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><FONT STYLE="font-size: 9pt">Swaps</FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(117,714</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(183,697</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(898,791</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">Equity contracts:<BR></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
<TD><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><FONT STYLE="font-size: 9pt">Financial futures contracts</FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(475,176</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px"><FONT STYLE="font-size: 9pt">Options<SUP>2</SUP></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(242,400</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="70%"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><FONT STYLE="font-size: 9pt">Total<BR></FONT></DIV></FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD ><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">&nbsp;&nbsp;(463,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(1,158,969</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'><FONT STYLE="font-size: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">(4,185,596</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">)&nbsp;</FONT></TD>
</TABLE>
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<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">62</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD STYLE="text-align: left; font-size: 14pt; border-top: gray 4pt solid; padding-bottom: 9"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD NOWRAP STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif; padding-bottom: 9"><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="11" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Net Change in Unrealized<BR>
Appreciation/Depreciation on</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BHL</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>FRA</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BLW</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Interest rate contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Financial futures contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(48,162</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Swaps </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">40,933</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Foreign currency exchange contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Foreign currency translations</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">288,455</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">823,650</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,912,751</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Swaps </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">132,539</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">515,904</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">823,731</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Equity contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Financial futures contracts </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">288,888</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Options<SUP>2</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(23,466</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(2,103</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;420,994</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;1,316,088</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;5,016,038</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>2</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Options purchased are included in the net
     realized gain (loss) from investments and net change in unrealized appreciation/depreciation on investments.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-bottom: 6pt">For the six months ended February 28, 2013, the average quarterly
balances of outstanding derivative financial instruments were as follows:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BHL</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>FRA</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BLW</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Financial future contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts purchased</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">69</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts sold</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">20</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional value of contracts purchased</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 12,524,934</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional value of contracts sold</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 3,410,550</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Foreign currency exchange contracts:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts &#151; US dollars purchased</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">16</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts &#151; US dollars sold</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average US dollar amounts purchased</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 5,981,367</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 19,441,470</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 72,124,929</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average US dollar amounts sold</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 770,116</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 3,434,348</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 2,502,768</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Options:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of option contracts purchased</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">44</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">46</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of option contracts written</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>1</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional value of option contracts purchased</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 41,486</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 43,372</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional value of option contracts written</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</SUP></FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 7,950,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>1</SUP>&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Credit default swaps:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts &#151; buy protection</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts &#151; sell protection</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">5</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">4</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional value &#151; buy protection</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">12,543,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average notional value &#151; sell protection</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 470,780</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 2,661,797</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,613,292</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Interest rate swaps:<BR></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 20px; TEXT-INDENT:
-10px">Average number of contracts &#151; pays fixed rate</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 20px; TEXT-INDENT: -10px">Average notional value &#151; pays fixed rate</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">14,500,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Actual contract amount shown due to limited
     activity </FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>3. Investment Advisory Agreement and Other Transactions with
Affiliates:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The PNC Financial Services Group, Inc. (&#147;PNC&#148;) is the
largest stockholder and an affiliate, for 1940 Act purposes, of BlackRock, Inc. (&#147;BlackRock&#148;).</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-bottom: 6pt">Each Fund entered into an Investment Advisory Agreement with
BlackRock Advisors, LLC (the &#147;Manager&#148;), the Funds&#146; investment advisor, an indirect, wholly owned subsidiary of BlackRock, to provide
investment advisory and administration services. The Manager is responsible for the management of each Fund&#146;s portfolio and provides the necessary
personnel, facilities, equipment and certain other services necessary to the operations of each Fund. For such services, each Fund pays the Manager a
monthly fee based on a percentage of each Fund&#146;s average daily net assets at the following annual rates, plus the proceeds of any outstanding
borrowings used for leverage as follows:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-top: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-top: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">1.00</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRA</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.75</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">%&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BLW</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.55</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Manager voluntarily agreed to waive its investment advisory
fees by the amount of investment advisory fees each Fund pays to the Manager indirectly through its investment in affiliated money market funds.
However, the Manager does not waive its investment advisory fees by the amount of investment advisory fees paid in connection with each Fund&#146;s
investment in other affiliated investment companies, if any. These amounts are included in, fees waived by Manager in the Statements of
Operations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Manager provides investment management and other services to
the Taxable Subsidiaries. The Manager does not receive separate compensation from the Taxable Subsidiaries for providing investment management or
administrative services. However, each Fund pays the Manager based on the Fund&#146;s net assets which includes the assets of the Taxable
Subsidiaries.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">63<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Manager entered into a sub-advisory agreement with BlackRock
Financial Management, Inc. (&#147;BFM&#148;), an affiliate of the Manager. The Manager pays BFM, for services it provides, a monthly fee that is a
percentage of the investment advisory fees paid by each Fund to the Manager.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Certain officers and/or Directors of the Funds are officers and/or
Directors of BlackRock or its affiliates. The Funds reimburse the Manager for a portion of the compensation paid to the Funds&#146; Chief Compliance
Officer, which is included in officer and directors in the Statements of Operations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>4. Investments:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Purchases and sales of investments including paydowns and
excluding short-term securities and US government securities for the six months ended February 28, 2013, were as follows:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Purchases</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Sales</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 95,015,208</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 86,554,331</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRA</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 389,340,846</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 364,351,206</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BLW</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
415,779,704</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">
366,522,355</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Purchases and sales of US government securities for BLW for the
six months ended February 28, 2013 were $0 and $1,745,676, respectively.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-bottom: 6pt">Transactions in options written for the six months ended February
28, 2013 were as follows:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="11" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Puts</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="100%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BLW<BR></B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Contracts</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Notional<BR> (000)</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Premiums<BR> Received</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Outstanding options, beginning of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">6,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">75,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Options written</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Options exercised</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Options expired</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(6,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">(75,600</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Outstanding options, end of year</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>5. Income Tax Information:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-bottom: 6pt">As of August 31, 2012, the Funds had capital loss carryforwards
available to offset future realized capital gains through the indicated expiration dates as follows:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: left; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Expires August 31,<BR></B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT"
></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BHL</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>FRA</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BLW</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">2013</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">691,829</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px">2016</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">475,453</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">21,882,229</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px">2017</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">20,954,032</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">9,996,868</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px">2018</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,695,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">43,990,722</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">37,509,275</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="margin-left: 0px; text-indent: 0px">2019</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">2,206,081</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">No
expiration date<SUP>1</SUP></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,931,753</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">4,356,066</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px"><B>Total</B></DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,695,649</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">73,249,870</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">73,744,438</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Must be utlized prior to losses subject
     to expiration.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-bottom: 6pt">As of February 28, 2013, gross unrealized appreciation and gross
unrealized depreciation based on cost for federal income tax purposes were as follows:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BHL</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>FRA</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>BLW</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">&nbsp;</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD>
<TD STYLE="text-align: left; vertical-align: bottom">&nbsp;</TD>
<TD>&nbsp;</TD>
<TD>&nbsp;</TD></TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Tax cost</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">196,810,430</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 867,114,867</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 988,955,528</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gross unrealized appreciation</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 4,169,700</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 19,322,594</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 38,037,425</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Gross unrealized depreciation</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(936,200</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(14,485,247</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">(20,030,771</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">)&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 6px; TEXT-INDENT:
-6px">Net unrealized appreciation </DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">3,233,500</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 4,837,347</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% STYLE='border-bottom: Black 2px solid'>&nbsp;&nbsp;</TD>
     <TD WIDTH="5%" NOWRAP STYLE="text-align: left; border-bottom: Black 2px solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 18,006,654</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap STYLE='border-bottom: Black 2px solid'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>6. Borrowings:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Effective March 3, 2011, the BHL and FRA were party to a senior
committed secured, 364-day revolving line of credit and a separate security agreement (the &#147;SSB Agreement&#148;) with State Street Bank and Trust
Company (&#147;SSB&#148;). The Funds have granted a security interest in substantially all of their assets to SSB. The SSB Agreement allowed for the
following maximum commitment amounts:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Commitment<BR> Amounts</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">63,300,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRA</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">137,200,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Advances were made by SSB to the Funds, at the Funds&#146; option
of (a) the higher of (i) 0.80% above the Fed Funds rate and (ii) 0.80% above the Overnight LIBOR or (b) 0.80% above 7-day, 30-day, 60-day or 90-day
LIBOR.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Effective March 2, 2012, the SSB Agreement was renewed for an
additional 364 days. The SSB Agreement allows for the following maximum commitment amounts:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Commitment<BR> Amounts</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">63,300,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRA</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">137,200,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Advances were be made by SSB to the Funds, at the Funds&#146;
option of (a) the higher of (i) 0.75% above the Fed Funds rate and (ii) 0.75% above the Overnight LIBOR or (b) 0.75% above 7-day, 30-day, 60-day or
90-day LIBOR.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">On March 1, 2013, the SSB Agreement was renewed and amended from a
364-day revolving line of credit to a 360-day rolling facility whereby SSB may elect to terminate its commitment upon 360-days written notice to the
Funds at any time after February 24, 2014. The SSB Agreement allows for the following maximum commitment amounts:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Commitment<BR> Amounts</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">63,300,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRA</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">137,200,000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE><BR>&nbsp;

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<TR>
<TD STYLE="text-align: left; width: 33%">64</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_06-52352-notes PAGE POSITION: 11 -->
<DIV align=left>
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<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Advances will be made by SSB to the Funds, at the Funds&#146;
option of (a) the higher of (i) 0.80% above the Fed Funds rate and (ii) 0.80% above the Overnight LIBOR or (b) 0.80% above 7-day, 30-day, 60-day or
90-day LIBOR.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In addition, the Funds pay a facility fee and utilization fee
(based on the daily unused portion of the commitments). The commitment fees are waived if the Funds meet certain conditions. The fees associated with
each of the agreements are included in the Statements of Operations as borrowing costs. Advances to the Funds as of February 28, 2013 are shown in the
Statements of Assets and Liabilities as loan payable. Based on the short-term nature of the borrowings under the line of credit and the variable
interest rate, the carrying amount of the borrowings approximates fair value.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may not declare dividends or make other distributions on
shares or purchase any such shares if, at the time of the declaration, distribution or purchase, asset coverage with respect to the outstanding
short-term borrowings is less than 300%.<BR></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For the six months ended February 28, 2013, the daily weighted
average interest rates for Funds with loans under the revolving credit agreements were as follows:</FONT></DIV></P>
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<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; text-align: center; vertical-align: bottom; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Daily Weighted<BR> Average<BR> Interest
Rate</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD>&nbsp;</TD>
     <TD>&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.94%</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRA</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.94%</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For the six months ended February 28, 2013, the daily weighted
average interest rate for BLW with borrowings, which include reverse repurchase agreements was as follows:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP STYLE="border-top: Black 1pt solid; text-align: center; vertical-align: bottom; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Daily Weighted<BR> Average<BR> Interest
Rate</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BLW</DIV></FONT></TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: windowtext 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: center; border-bottom: windowtext 1pt solid; vertical-align: bottom"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.48%</FONT></TD>
</TR></TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>7. Commitments:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds may invest in floating rate loan interests. In
connection with these investments, the Funds may also enter into unfunded floating rate loan interests (&#147;commitments&#148;). In connection with
these commitments, the Funds earn a commitment fee, typically set as a percentage of the commitment amount. Such fee income, which is included in
interest income in the Statements of Operations, is recognized ratably over the commitment period. Unfunded floating rate loan interests are
marked-to-market daily, and any unrealized appreciation or depreciation is included in the Statements of Assets and Liabilities and Statements of
Operations. As of February 28, 2013, the Funds had the following unfunded floating rate loan interests:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Borrower</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unfunded<BR> Floating Rate<BR> Loan
Interest</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" STYLE="border-top: Black 1pt solid; text-align: center; vertical-align: bottom; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Value of<BR> Underlying<BR> Floating<BR>
Rate Loan<BR> Interest</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Unrealized<BR> Appreciation</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" VALIGN="TOP" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px;
TEXT-INDENT: 0px">BHL</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">Leslie&#146;s Poolmart, Inc.</DIV></FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">11,949</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 12,080</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5%>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 180</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="TOP">
     <TD ALIGN="LEFT" VALIGN="TOP" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRA</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD ALIGN="LEFT" COLSPAN="3" style='border-bottom: solid windowtext 1pt' nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">Leslie&#146;s Poolmart, Inc.</DIV></FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">51,672</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 52,240</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"> 777</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>8. Concentration, Market and Credit Risk:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">In the normal course of business, the Funds invest in securities
and enter into transactions where risks exist due to fluctuations in the market (market risk) or failure of the issuer of a security to meet all its
obligations (issuer credit risk). The value of securities held by the Funds may decline in response to certain events, including those directly
involving the issuers whose securities are owned by the Funds; conditions affecting the general economy; overall market changes; local, regional or
global political, social or economic instability; and currency and interest rate and price fluctuations. Similar to issuer credit risk, the Funds may
be exposed to counterparty credit risk, or the risk that an entity with which the Funds have unsettled or open transactions may fail to or be unable to
perform on its commitments. The Fund manages counterparty credit risk by entering into transactions only with counterparties that it believes have the
financial resources to honor their obligations and by monitoring the financial stability of those counterparties. Financial assets, which potentially
expose the Funds to market, issuer and counterparty credit risks, consist principally of financial instruments and receivables due from counterparties.
The extent of the Funds&#146; exposure to market, issuer and counterparty credit risks with respect to these financial assets is generally approximated
by their value recorded in Statements of Assets and Liabilities, less any collateral held by the Funds.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds invests a significant portion of its assets in
securities backed by commercial or residential mortgage loans or in issuers that hold mortgage and other asset-backed securities. Please see the
Schedules of Investments for these securities. Changes in economic conditions, including delinquencies and/or defaults on assets underlying these
securities, can affect the value, income and/or liquidity of such positions.</FONT></DIV></P>
<!-- agabop mode="ep" last-style="h2" -->
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">65<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
<!-- END DIVISION: DIV_06-52352-notes PAGE POSITION: 11 -->
<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: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
<!-- BEGIN DIVISION: DIV_06-52352-notes PAGE POSITION: 12 -->
<DIV align=left>
<!-- agabop mode="main" last-style="h2" -->
<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Notes to Financial Statements (concluded)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>9. Capital Share Transactions:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BHL and BLW are authorized to issue an unlimited number of shares,
par value $0.001, all of which were initially classified as Common Shares. FRA is authorized to issue 200 million shares, par value $0.10, all of which
were initially classified as Common Shares. The Board is authorized, however, to reclassify any unissued Common Shares without approval of Common
Shareholders.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">For the periods shown, shares issued and outstanding increased by
the following amounts as a result of dividend reinvestment:</FONT></DIV></P>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" STYLE="width: 100%; font-size: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="border-top: Black 1pt solid; text-align: center"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="2" STYLE="border-top: Black 1pt solid; text-align: center; vertical-align: bottom; padding-top: 6pt"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Six Months Ended<BR> February 28,<BR> 2013</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD NOWRAP COLSPAN="2" STYLE="border-top: Black 1pt solid; text-align: center"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><B>Year Ended<BR> August 31,<BR> 2012</B><HR SIZE="1" NOSHADE ALIGN="CENTER" STYLE="color: #000000"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 53%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD STYLE="text-align: right; width: 13%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">7,413</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="width: 2%; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; width: 11%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD NOWRAP STYLE="width: 6%; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRA</DIV></FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">18,712,185</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><SUP>1</SUP>&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">17,388</FONT></TD>
     <TD NOWRAP STYLE="text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BLW</DIV></FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">33,959</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: right"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: windowtext 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">34,642</FONT></TD>
     <TD NOWRAP STYLE="border-bottom: windowtext 1pt solid; text-align: left"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<TABLE CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" style="margin-top: 6pt">
<TR VALIGN="TOP">
     <TD WIDTH="3px" ALIGN="LEFT" nowrap><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif"><SUP>1</SUP></FONT></TD>
     <TD WIDTH="3px" ALIGN="LEFT"><FONT STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD WIDTH="98%" ALIGN="LEFT"><FONT STYLE="font: 9pt Arial, Helvetica, sans-serif">Includes 18,666,048 shares issued from
     the reorganization.</FONT></TD>
</TR>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>10. Subsequent Events:</B></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Management&#146;s evaluation of the impact of all subsequent
events on the Funds&#146; financial statements was completed through the date the financial statements were issued and the following item was
noted:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Fund paid a net investment income dividend in the following
amounts per share on March 28, 2013 to Common Shareholders of record on March 15, 2013:</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="border-top: Black 1px solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" STYLE="border-top: Black 1pt solid; text-align: center; vertical-align: bottom; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Common Dividend<BR> Per Share</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">BHL</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.0685</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT:
0px">FRA</DIV></FONT></TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD >&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">$</FONT></TD>
     <TD ALIGN="RIGHT"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.0770</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">BLW</DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0.1095</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Additionally, the Funds declared a net investment income dividend
on April 1, 2013 payable to Common Shareholders of record on April 15, 2013 for the same amounts noted above.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">66</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>



<TABLE style="WIDTH: 100%; FONT-FAMILY: 'Arial'; FONT-SIZE: 10pt" border=0 cellSpacing=0 cellpadding=0>
<TR>
<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Officers and Directors</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>


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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-bottom: 0pt">Richard E. Cavanagh, Chairman of the Board and Director<BR> Karen
P. Robards, Vice Chairperson of the Board,<BR>
 &nbsp;&nbsp;Chairperson of the Audit Committee and Director<BR> Paul
L. Audet, Director<BR> Michael J. Castellano, Director and Member of the Audit <BR>
&nbsp;&nbsp;Committee<BR> Frank J. Fabozzi, Director and Member of the Audit<BR>

&nbsp;&nbsp;Committee<BR> Kathleen F. Feldstein, Director<BR> James T. Flynn, Director and Member of the Audit Committee<BR> Henry Gabbay, Director<BR> Jerrold B.
Harris, Director<BR> R. Glenn Hubbard, Director<BR> W. Carl Kester, Director and Member of the Audit Committee<BR> John M. Perlowski, President and
Chief Executive Officer<BR> Anne Ackerley, Vice President<BR> Brendan Kyne, Vice President<BR> Robert W. Crothers, Vice President<BR>Neal Andrews,
Chief Financial Officer<BR> Jay Fife, Treasurer<BR>
Brian Kindelan, Chief Compliance Officer and<BR>
&nbsp;&nbsp;Anti-Money Laundering Officer<BR> Janey Ahn, Secretary</FONT></DIV></P>

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<BR></DIV><DIV style="margin-left: 2%; width: 48%; float: right;">



<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Investment Advisor</B><BR> BlackRock Advisors, LLC<BR>
Wilmington, DE 19809</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Sub-Advisor</B><BR> BlackRock Financial Management, Inc.<BR>
New York, NY 10055<BR></FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Custodian and Accounting Agent</B><BR> State Street Bank and
Trust Company<BR> Boston, MA 02110</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Transfer Agent</B><BR> <B>Common Shares</B><BR> Computershare
Trust Company, N.A.<BR> Canton, MA 02021</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Independent Registered Public Accounting Firm</B><BR> Deloitte
&amp; Touche LLP<BR> Boston, MA 02116</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Legal Counsel</B><BR> Skadden, Arps, Slate,<BR> Meagher &amp;
Flom LLP<BR> New York, NY 10036</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT" STYLE="margin-bottom: 6pt"><B>Address of the Funds</B><BR> 100 Bellevue Parkway<BR>
Wilmington, DE 19809</FONT></DIV></P>

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<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">67<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Additional Information</FONT><FONT color=gray STYLE="font-size:
10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: Gray; font-family: Arial, Helvetica, Sans-Serif">Proxy Results</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">At a special meeting of all shareholders of BlackRock Floating
Rate Income Strategies Fund, Inc. held on September 13, 2012, the results were as follows:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">With respect to the Proposals, the shares of the Fund were voted
as follows:</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD NOWRAP STYLE="width: 100%; text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>&nbsp;</B></FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR> For</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" STYLE="border-top: Black 1pt solid; text-align: center; vertical-align: bottom; padding-top: 6pt"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Votes<BR> Against</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" NOWRAP STYLE="text-align: center; border-top: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Abstain</B><HR SIZE=1 NOSHADE
COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="100%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">To approve the issuance of additional shares of common stock of the Fund in connection with the Agreement
and Plan of Reorganization among BlackRock Floating Rate Income Strategies Fund II, Inc., FRA Merger Subsidiary and the Fund.<BR></DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">10,225,182</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">503,452</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">253,747</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD STYLE="text-align: left; width: 100%; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">To
approve the issuance of additional shares of common stock of the Fund in connection with the Agreement and Plan of Reorganization among BlackRock
Diversified Income Strategies Fund, Inc., FRA Merger Subsidiary and the Fund.<BR></DIV></FONT></TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD STYLE="border-bottom: Black 1pt solid">&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">10,097,723</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">628,903</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
     <TD STYLE="width: 5%; border-bottom: Black 1pt solid">&nbsp;&nbsp;</TD>
     <TD NOWRAP STYLE="width: 5%; text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;</FONT></TD>
     <TD STYLE="text-align: right; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">255,755</FONT></TD>
     <TD NOWRAP STYLE="width: 5%; text-align: left; border-bottom: Black 1pt solid"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&nbsp;&nbsp;</FONT></TD>
</TABLE>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: Gray; font-family: Arial, Helvetica, Sans-Serif">Regulation Regarding Derivatives</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Effective December 31, 2012, the Commodity Futures Trading
Commission (&#147;CFTC&#148;) adopted certain regulatory changes that subject registered investment companies and advisers to registered investment
companies to regulation by the CFTC if a fund invests more than a prescribed level of its net assets in CFTC-regulated futures, options and swaps
(&#147;CFTC Derivatives&#148;), or if the fund markets itself as providing investment exposure to such instruments. To the extent a Fund uses
CFTC-regulated futures, options and swaps, it intends to do so below such prescribed levels and will not market itself as a &#147;commodity pool&#148;
or a vehicle for trading such instruments. Accordingly, BlackRock Advisors, LLC has claimed an exclusion from the definition of the term
&#147;commodity pool operator&#148; under the Commodity Exchange Act (&#147;CEA&#148;) pursuant to Rule 4.5 under the CEA. BlackRock Advisors, LLC is
not, therefore, subject to registration or regulation as a &#147;commodity pool operator&#148; under the CEA in respect of each Fund.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">A Fund may also have investments in &#147;underlying funds&#148;
not advised by BlackRock (which for purposes of the no-action letter referenced below may include certain securitized vehicles and/or mortgage REITS
that may invest in CFTC Derivatives). BlackRock Advisors, LLC has no transparency into the holdings of these underlying funds because they are not
advised by BlackRock. To address this issue of lack of transparency, the CFTC staff issued a no-action letter on November 29, 2012 permitting the
adviser of a fund that invests in such underlying funds and that would otherwise have filed a claim of exclusion pursuant to Rule 4.5, to delay
registration as a &#147;commodity pool operator&#148; until June 30, 2013 or six months from the date in which the CFTC issues additional guidance on
the treatment of CFTC Derivatives held by underlying funds. BlackRock Advisors, LLC, the adviser of the Funds, has filed a claim with the CFTC to rely
on this no-action relief.</FONT></DIV></P>
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<TD STYLE="text-align: left; width: 33%">68</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
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<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Additional Information (continued)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: Gray; font-family: Arial, Helvetica, Sans-Serif">Dividend Policy</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Each Fund&#146;s dividend policy is to distribute all or a portion
of its net investment income to its shareholders on a monthly basis. In order to provide shareholders with a more stable level of dividend
distributions, the dividends paid by the Funds for any particular month may be more or less than the amount of net investment income earned by the
Funds during such month. The portion of dividend distributions that exceeds a Fund&#146;s current and accumulated earnings and profits, which are
measured on a tax basis, will constitute a nontaxable return of capital. Dividend distributions in excess of a Fund&#146;s taxable income and net
capital gains, but not in excess of a Fund&#146;s earnings and profits, will be taxable to shareholders as ordinary income and will not constitute a
nontaxable return of capital. The Funds&#146; current accumulated but undistributed net investment income, if any, is disclosed in the Statements of
Assets and Liabilities, which comprises part of the financial information included in this report. </FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">&nbsp;&nbsp;</FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: Gray; font-family: Arial, Helvetica, Sans-Serif">General Information</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds do not make available copies of their Statements of
Additional Information because the Funds&#146; shares are not continuously offered, which means that the Statement of Additional Information of each
Fund has not been updated after completion of the respective Fund&#146;s offerings and the information contained in each Fund&#146;s Statement of
Additional Information may have become outdated.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">During the period, there were no material changes in the
Funds&#146; investment objectives or policies or to the Funds&#146; charters or by-laws that would delay or prevent a change of control of the Funds
that were not approved by shareholders or in the principal risk factors associated with investment in the Funds. There have been no changes in the
persons who are primarily responsible for the day-to-day management of the Funds&#146; portfolios.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Quarterly performance, semi-annual and annual reports and other
information regarding the Funds may be found on BlackRock&#146;s website, which can be accessed at <B>http://www.blackrock.com</B>. This reference to
BlackRock&#146;s website is intended to allow investors public access to information regarding the Funds and does not, and is not intended to,
incorporate BlackRock&#146;s website in this report.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Electronic Delivery</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Electronic copies of most financial reports are available on the
Funds&#146; web-sites or shareholders can sign up for e-mail notifications of quarterly statements, annual and semi-annual reports by enrolling in the
Funds&#146; electronic delivery program.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Shareholders Who Hold Accounts with Investment
                                                                   Advisors, Banks or Brokerages:</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Please contact your financial advisor to enroll. Please note that
not all investment advisors, banks or brokerages may offer this service.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Householding</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds will mail only one copy of shareholder documents,
including annual and semi-annual reports and proxy statements, to shareholders with multiple accounts at the same address. This practice is commonly
called &#147;householding&#148; and is intended to reduce expenses and eliminate duplicate mailings of shareholder documents. Mailings of your
shareholder documents may be householded indefinitely unless you instruct us otherwise. If you do not want the mailing of these documents to be
combined with those for other members of your household, please call the Funds at (800) 882-0052.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Availability of Quarterly Schedule of
                                                                   Investments</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">The Funds files their complete schedule of portfolio holdings with
the SEC for the first and third quarters of each fiscal year on Form N-Q. The Funds&#146; Forms N-Q are available on the SEC&#146;s website at
http://www.sec.gov and may also be reviewed and copied at the SEC&#146;s Public Reference Room in Washington, DC. Information on how to access
documents on the SEC&#146;s website without charge may be obtained by calling (800) SEC-0330. The Fund&#146;s Forms N-Q may also be obtained upon
request and without charge by calling (800) 882-0052.</FONT></DIV></P>
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<TR>
<TD STYLE="text-align: left; width: 33%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: center; width: 34%">FEBRUARY 28, 2013</TD>
<TD STYLE="text-align: right; width: 33%">69<BR></TD></TR></TABLE></DIV>
<DIV STYLE="border-bottom: Black 4pt solid"><TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%"><TR><TD STYLE="text-align: center; width:
100%">&nbsp;</TD></TR></TABLE></DIV>
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New Roman, Times, Serif"><TR><TD STYLE="text-align: left; width: 50%">&nbsp;</TD><TD STYLE="text-align: right; width:
50%">&nbsp;</TD></TR></TABLE></DIV>
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<DIV align=left>
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<TD width="63%"></TD>
<TD width="36%"></TD></TR>
<TR vAlign=bottom>
<TD align=left STYLE="font-size: 14pt; border-top: gray 4pt solid"><FONT color=gray>Additional Information (concluded)</FONT><FONT color=gray
STYLE="font-size: 10pt">&nbsp;</FONT></TD>
<TD STYLE="text-align: right; border-top: gray 4pt solid; font: 10pt Arial, Helvetica, Sans-Serif" NOWRAP><B><FONT
color=gray><BR></FONT></B></TD></TR></TABLE></DIV>
<!-- agabop mode="ep" last-style="h3" -->
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: Gray; font-family: Arial, Helvetica, Sans-Serif">General Information (concluded)</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"></FONT></DIV></P>
<P ALIGN="LEFT"><DIV ALIGN="LEFT"><B>Availability of Proxy Voting Policies
                                                                   and Procedures</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">A description of the policies and procedures that the Funds use to
determine how to vote proxies relating to portfolio securities is available (1) without charge, upon request, by calling (800) 882-0052; (2) at
<B>http://www.blackrock.com</B>; and (3) on the SEC&#146;s website at http://www.sec.gov.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Availability of Proxy Voting Record</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">Information about how the Funds voted proxies relating to
securities held in the Funds&#146; portfolios during the most recent 12-month period ended June 30 is available upon request and without charge (1) at
<B>http://www.blackrock.com</B> or by calling (800) 882-0052 and (2) on the SEC&#146;s website at http://www.sec.gov.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT"><B>Availability of Fund Updates</B></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock will update performance and certain other data for the
Funds on a monthly basis on its website in the &#147;Closed-end Funds&#148; section of <B>http://www.blackrock.com</B> as well as certain other
material information as necessary from time to time. Investors and others are advised to periodically check the website for updated performance
information and the release of other material information about the Funds. This reference to BlackRock&#146;s website is intended to allow investors
public access to information regarding the Funds and does not, and is not intended to, incorporate BlackRock&#146;s website in this
report.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">&nbsp;&nbsp;</FONT></DIV></P>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: Gray; font-family: Arial, Helvetica, Sans-Serif">Section 19(a) Notice</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">These reported amounts and sources of distributions are estimates
and are not being provided for tax reporting purposes. The actual amounts and sources for tax reporting purposes will depend upon each Fund&#146;s
investment experience during the year and may be subject to changes based on the tax regulations. Each Fund will provide a Form 1099-DIV each calendar
year that will explain the character of these dividends and distributions for federal income tax purposes.</FONT></DIV></P>
<TABLE ALIGN="" CELLPADDING="0" CELLSPACING="0" BORDER="0" WIDTH="100%" STYLE="FONT-SIZE: 9pt">
<TR VALIGN="BOTTOM">
     <TD COLSPAN=36 WIDTH="30%" nowrap ALIGN="LEFT" ><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>February 28, 2013<BR></B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="LEFT" ></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="30%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;</FONT></TD>
     <TD COLSPAN=15 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total Fiscal Year-to-Date<BR> Cumulative
Distributions by Character</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD COLSPAN=15 nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Percentage of Fiscal Year-to-Date<BR>
Cumulative Distributions by Character</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD WIDTH="30%" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B></B><HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Net<BR> Investment<BR> Income</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Net<BR> Realized<BR> Capital<BR>
Gains</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Return<BR> of<BR> Capital</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total Per<BR> Common<BR> Share</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Net<BR> Investment<BR> Income</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Net<BR> Realized<BR> Capital<BR>
Gains</B><HR SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Return<BR> of<BR> Capital</B><HR SIZE=1
NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
     <TD ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt">&nbsp;&nbsp;&nbsp;<HR SIZE=1 NOSHADE COLOR="#000000"
ALIGN="CENTER"></FONT></TD>
     <TD COLSPAN="3" nowrap ALIGN="CENTER"><FONT FACE="Arial, Helvetica, sans-serif" STYLE="font-size: 9pt"><B>Total Per<BR> Common<BR> Share</B><HR
SIZE=1 NOSHADE COLOR="#000000" ALIGN="CENTER"></FONT></TD>
</TR>
<TR VALIGN="BOTTOM">
     <TD ALIGN="LEFT" WIDTH="30%" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt"><DIV
STYLE="MARGIN-LEFT: 0px; TEXT-INDENT: 0px">FRA </DIV></FONT></TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD  style='border-bottom: solid windowtext 1pt'>&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">0.570000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">&#151;</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;$</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">0.570000</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">0</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
     <TD WIDTH=5% style='border-bottom: solid windowtext 1pt'>&nbsp;&nbsp;</TD>
     <TD WIDTH=5% ALIGN="RIGHT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">&nbsp;</FONT></TD>
     <TD ALIGN="RIGHT" style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE: 9pt">100</FONT></TD>
     <TD WIDTH=5% ALIGN="LEFT" nowrap style='border-bottom: solid windowtext 1pt'><FONT FACE="Arial, Helvetica, sans-serif" STYLE="FONT-SIZE:
9pt">%&nbsp;&nbsp;</FONT></TD>
</TR></TABLE>
<P STYLE="text-align: left; color: gray; border-top: gray 2pt solid; border-bottom: gray 1pt solid; padding-top: 1pt; padding-bottom: 1pt;
background-color: #f0f0f0; padding-left: 12pt"><B><FONT STYLE="color: Gray; font-family: Arial, Helvetica, Sans-Serif">BlackRock Privacy Principles</FONT></B></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock is committed to maintaining the privacy of its current
and former fund investors and individual clients (collectively, &#147;Clients&#148;) and to safeguarding their non-public personal information. The
following information is provided to help you understand what personal information BlackRock collects, how we protect that information and why in
certain cases we share such information with select parties.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">If you are located in a jurisdiction where specific laws, rules or
regulations require BlackRock to provide you with additional or different privacy-related rights beyond what is set forth below, then BlackRock will
comply with those specific laws, rules or regulations.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock obtains or verifies personal non-public information from
and about you from different sources, including the following: (i) information we receive from you or, if applicable, your financial intermediary, on
applications, forms or other documents; (ii) information about your transactions with us, our affiliates, or others; (iii) information we receive from
a consumer reporting agency; and (iv) from visits to our websites.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">BlackRock does not sell or disclose to non-affiliated third
parties any non- public personal information about its Clients, except as permitted by law or as is necessary to respond to regulatory requests or to
service Client accounts. These non-affiliated third parties are required to protect the confidentiality and security of this information and to use it
only for its intended purpose.</FONT></DIV></P>
<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">We may share information with our affiliates to service your
account or to provide you with information about other BlackRock products or services that may be of interest to you. In addition, BlackRock restricts
access to non-public personal information about its Clients to those BlackRock employees with a legitimate business need for the information. BlackRock
maintains physical, electronic and procedural safeguards that are designed to protect the non-public personal information of its Clients, including
procedures relating to the proper storage and disposal of such information.</FONT></DIV></P>
<DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-top: Black 1px solid">
<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 9pt Arial, Helvetica, Sans-Serif">
<TR>
<TD STYLE="text-align: left; width: 33%">70</TD>
<TD STYLE="text-align: center; width: 34%">SEMI-ANNUAL REPORT</TD>
<TD STYLE="text-align: right; width: 33%">FEBRUARY 28, 2013<BR></TD></TR></TABLE></DIV>
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<P ALIGN="LEFT"><FONT FACE="Arial, Helvetica, sans-serif" SIZE="2"><DIV ALIGN="LEFT">This report is transmitted to shareholders only. It is not a
prospectus. Past performance results shown in this report should not be considered a representation of future performance. The Funds have leveraged
their Common Shares, which creates risks for Common Shareholders, including the likelihood of greater volatility of net asset value and market price of
Common Shares, and the risk that fluctuations in short-term interest rates may reduce the Common Shares&#146; yield. Statements and other information
herein are as dated and are subject to change.</FONT></DIV></P>
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 2 &#8211;&#9;Code of Ethics
&#8211; Not Applicable to this semi-annual report</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 3 &#8211;&#9;Audit Committee
Financial Expert &#8211; Not Applicable to this semi-annual report</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 4 &#8211;&#9;Principal Accountant
Fees and Services &#8211; Not Applicable to this semi-annual report</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 5 &#8211;&#9;Audit Committee
of Listed Registrants &#8211; Not Applicable to this semi-annual report</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 6 &#8211; &#9;Investments<BR>
(a) The registrant&#8217;s Schedule of Investments is included as part of the Report to Stockholders filed under Item 1 of this
Form.<BR>
(b) Not Applicable due to no such divestments during the semi-annual period covered since the previous Form N-CSR filing.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 7 &#8211; &#9;Disclosure of
Proxy Voting Policies and Procedures for Closed-End Management Investment Companies &#8211; Not Applicable to this semi-annual
report</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 42pt; text-indent: -42pt">Item 8 &#8211; &#9;Portfolio Managers
of Closed-End Management Investment Companies</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 59.75pt; text-indent: -0.25in"><FONT STYLE="font-size: 11pt">(a)</FONT><FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;&nbsp;
</FONT><FONT STYLE="font-size: 11pt">Not Applicable to this semi-annual report</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 0 59.75pt; text-indent: -0.25in"><FONT STYLE="font-size: 11pt">(b)</FONT><FONT STYLE="font: 7pt Times New Roman, Times, Serif">&nbsp;&nbsp;
</FONT><FONT STYLE="font-size: 11pt">As of the date of this filing, there have been no changes in any of the portfolio managers
identified in the most recent annual report on Form N-CSR.</FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 9 &#8211; &#9;Purchases of
Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers &#8211; Not Applicable</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 10 &#8211; Submission of Matters
to a Vote of Security Holders &#8211; There have been no material changes to these procedures.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 11 &#8211; Controls and Procedures</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt">(a) &#8211; The registrant&#8217;s principal executive
and principal financial officers, or persons performing similar functions, have concluded that the registrant&#8217;s disclosure
controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the &#8220;1940 Act&#8221;))
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: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt">(b) &#8211; There were no changes in the registrant&#8217;s
internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act) that occurred during the second fiscal
quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the
registrant&#8217;s internal control over financial reporting.</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -42pt">Item 12 &#8211; Exhibits attached
hereto</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -0.6pt">(a)(1) &#8211; Code of Ethics
&#8211; Not Applicable to this semi-annual report</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -0.6pt">(a)(2) &#8211; Certifications
&#8211; Attached hereto</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -0.6pt">(a)(3) &#8211; Not Applicable</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt 42pt; text-indent: -0.6pt">(b) &#8211;&#9;Certifications &#8211;
Attached hereto</P>


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<P STYLE="font: 11pt 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: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">BlackRock Limited Duration Income Trust</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By:&#9;<U>/s/ John M. Perlowski</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">John M. Perlowski</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">Chief Executive Officer (principal executive officer) of</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">BlackRock Limited Duration Income
Trust</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: May 1, 2013</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt 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: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By:&#9;<U>/s/ John M. Perlowski</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">John M. Perlowski</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">Chief Executive Officer (principal executive officer) of</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">BlackRock Limited Duration Income
Trust</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: May 1, 2013</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">By:&#9;<U>/s/ Neal J. Andrews</U></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">Neal J. Andrews</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">Chief Financial Officer (principal
financial officer) of</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 60pt">BlackRock Limited Duration Income
Trust</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">&nbsp;</P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 0 41.75pt">Date: May 1, 2013</P>


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<SEQUENCE>2
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<DESCRIPTION>CERTIFICATIONS
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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="letter-spacing: -1pt; vertical-align: baseline"><B>EX-99.
CERT</B></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt 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">&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 Limited Duration Income Trust, certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">1.<FONT STYLE="font: 7pt 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-CSR of BlackRock Limited Duration Income Trust;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">2.<FONT STYLE="font: 7pt 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: 7pt 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 financial statements, and other financial information included in this report, fairly present
in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial
statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">4.<FONT STYLE="font: 7pt 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: -0.25pt">a)<FONT STYLE="font: 7pt 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: -0.25pt">b)<FONT STYLE="font: 7pt 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: -0.25pt">c)<FONT STYLE="font: 7pt 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: -0.25pt">d)<FONT STYLE="font: 7pt 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
second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially
affect, the registrant's internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">5.<FONT STYLE="font: 7pt 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: 7pt 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: 7pt 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: May 1, 2013</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><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; text-indent: -0.25pt">Chief Executive Officer (principal executive
officer) of<BR>
BlackRock Limited Duration Income Trust</P>


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<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><FONT STYLE="letter-spacing: -1pt; vertical-align: baseline"><B>EX-99.
CERT</B></FONT></P>

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0; text-indent: 0in; border-bottom: Black 0.75pt 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">&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 Limited Duration Income Trust, certify that:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">1.<FONT STYLE="font: 7pt 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-CSR of BlackRock Limited Duration Income Trust;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">2.<FONT STYLE="font: 7pt 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: 7pt 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 financial statements, and other financial information included in this report, fairly present
in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial
statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: -0.25pt">4.<FONT STYLE="font: 7pt 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: 7pt 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: 7pt 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: 7pt 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: 7pt 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
second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially
affect, the registrant's internal control over financial reporting; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-indent: 0in">5.<FONT STYLE="font: 7pt 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: 7pt 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: 7pt 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: May 1, 2013</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0; text-indent: -0.25pt"><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 Limited Duration Income Trust</P>


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<DOCUMENT>
<TYPE>EX-99.906 CERT
<SEQUENCE>3
<FILENAME>e53271ex99_906cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
</HEAD>
<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt">Exhibit 99.906CERT</P>

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

<P STYLE="font: 11pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-align: center"><B>Certification Pursuant to Rule 30a-2(b)
under the 1940 Act and<BR>
Section 906 of the Sarbanes-Oxley Act of 2002</B></P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-align: justify">Pursuant to 18 U.S.C. &sect; 1350, the
undersigned officer of BlackRock Limited Duration Income Trust (the &#8220;registrant&#8221;), hereby certifies, to the best of
his knowledge, that the registrant's Report on Form N-CSR for the period ended February 28, 2013 (the &#8220;Report&#8221;) fully
complies with the requirements of Section 13a of the Securities Exchange Act of 1934, as amended, and that the information contained
in the Report fairly presents, in all material respects, the financial condition and results of operations of the registrant.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt">Date: May 1, 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">John M. Perlowski</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">Chief Executive Officer (principal executive officer) of</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">BlackRock Limited Duration Income Trust</P>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt; text-align: justify">Pursuant to 18 U.S.C. &sect; 1350, the
undersigned officer of BlackRock Limited Duration Income Trust (the &#8220;registrant&#8221;), hereby certifies, to the best of
his knowledge, that the registrant's Report on Form N-CSR for the period ended February 28, 2013 (the &#8220;Report&#8221;) fully
complies with the requirements of Section 13a of the Securities Exchange Act of 1934, as amended, and that the information contained
in the Report fairly presents, in all material respects, the financial condition and results of operations of the registrant.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0 0 11pt">Date: May 1, 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">Neal J. Andrews</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">Chief Financial Officer (principal financial officer) of</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">BlackRock Limited Duration Income Trust</P>

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

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0">This certification is being furnished pursuant to Rule 30a-2(b)
under the Investment Company Act of 1940, as amended, and 18 U.S.C. Section 1350 and is not being filed as part of the Form N-CSR
with the Securities and Exchange Commission<B>.</B></P>

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

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<SEQUENCE>4
<FILENAME>blackrock_1-5in.jpg
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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
